+233.7%
SMH vs FXI
-9.2%
+242.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | -4.2% | +9.1% | +6.9% |
| 30D | -13.8% | -1.1% | -12.7% | -13.6% |
| 3M | -17.4% | -4.0% | -13.4% | -16.2% |
| 6M | -15.0% | -11.8% | -3.1% | -10.5% |
| YTD | +35.2% | -11.9% | +47.1% | +42.6% |
| 1Y | +41.6% | -16.1% | +57.7% | +52.6% |
| 3Y | +215.6% | +38.8% | +176.8% | +167.0% |
| All | +233.7% | -9.2% | +242.8% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling