-85.6%
SMR vs FXI
-10.5%
-75.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.7% | -9.3% |
| 7D | -9.5% | +6.6% | -16.1% | -16.6% |
| 30D | -33.2% | +2.2% | -35.4% | -34.9% |
| 3M | -45.9% | -4.7% | -41.2% | -42.8% |
| 6M | -57.9% | -4.7% | -53.2% | -54.5% |
| YTD | -63.8% | -9.0% | -54.8% | -57.9% |
| 1Y | -85.6% | -10.5% | -75.1% | -83.2% |
| All | -85.6% | -10.5% | -75.1% | -83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling