-14.4%
SMR vs FXI
+10.2%
-24.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.1% | -15.9% |
| 7D | -11.2% | -3.9% | -7.4% | -9.7% |
| 30D | -10.2% | -2.1% | -8.1% | -9.5% |
| 3M | -10.0% | -0.5% | -9.6% | -10.3% |
| 6M | -30.5% | -4.5% | -25.9% | -28.6% |
| YTD | -39.2% | -9.2% | -30.0% | -35.8% |
| 1Y | -75.5% | -13.8% | -61.7% | -73.5% |
| 3Y | +45.4% | +36.6% | +8.9% | +32.1% |
| All | -14.4% | +10.2% | -24.6% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling