-48.0%
SMR vs FXI
+8.4%
-56.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | +1.9% | -1.9% | +3.9% | +2.8% |
| 30D | -21.9% | -0.6% | -21.3% | -21.8% |
| 3M | -47.1% | -4.9% | -42.2% | -46.0% |
| 6M | -60.6% | -8.8% | -51.9% | -59.0% |
| YTD | -63.1% | -10.7% | -52.3% | -60.8% |
| 1Y | -80.4% | -15.2% | -65.2% | -78.7% |
| 3Y | +150.2% | +42.5% | +107.8% | +125.2% |
| All | -48.0% | +8.4% | -56.4% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling