+126.4%
SMR vs FXI
+41.3%
+85.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.2% |
| 7D | +1.9% | -1.9% | +3.9% | +3.2% |
| 30D | -21.9% | -0.6% | -21.3% | -21.8% |
| 3M | -47.1% | -4.9% | -42.2% | -45.5% |
| 6M | -60.6% | -8.8% | -51.9% | -58.1% |
| YTD | -63.1% | -10.7% | -52.3% | -59.6% |
| 1Y | -80.4% | -15.2% | -65.2% | -77.9% |
| All | +126.4% | +41.3% | +85.1% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling