+4,265.6%
SMH vs FXI
+221.5%
+4,044.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.8% |
| 7D | +2.5% | +1.0% | +1.5% | +2.0% |
| 30D | -0.5% | -0.6% | +0.1% | -0.3% |
| 3M | -9.6% | +1.9% | -11.6% | -10.7% |
| 6M | +42.1% | -0.2% | +42.2% | +42.1% |
| YTD | +57.4% | -5.6% | +63.0% | +62.1% |
| 1Y | +96.2% | -4.7% | +100.9% | +101.2% |
| 3Y | +267.9% | +38.0% | +229.9% | +203.3% |
| 5Y | +327.7% | -2.7% | +330.3% | +305.2% |
| 10Y | +1,764.6% | +19.9% | +1,744.7% | +1,521.9% |
| All | +4,265.6% | +221.5% | +4,044.1% | +1,934.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling