+88.9%
SMR vs FXI
+40.3%
+48.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.5% | +17.7% | +17.2% |
| 7D | +21.4% | -1.0% | +22.4% | +21.9% |
| 30D | +13.8% | -3.2% | +17.1% | +16.3% |
| 3M | +3.9% | +1.7% | +2.2% | +1.4% |
| 6M | -4.2% | -1.6% | -2.6% | -2.4% |
| YTD | -21.1% | -7.9% | -13.2% | -14.8% |
| 1Y | -67.1% | -9.6% | -57.4% | -63.9% |
| 3Y | +88.9% | +40.5% | +48.4% | +68.6% |
| All | +88.9% | +40.3% | +48.5% | +68.6% |
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