+7.5%
SMR vs FXI
+10.4%
-2.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | +13.1% | -2.8% | +15.9% | +14.4% |
| 30D | +17.8% | -5.3% | +23.1% | +20.7% |
| 3M | +8.1% | +0.3% | +7.8% | +7.3% |
| 6M | -11.1% | -4.6% | -6.5% | -8.7% |
| YTD | -23.7% | -9.1% | -14.6% | -19.5% |
| 1Y | -69.4% | -12.0% | -57.4% | -67.2% |
| 3Y | +82.6% | +38.6% | +44.0% | +65.4% |
| All | +7.5% | +10.4% | -2.9% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling