+54.2%
SOXX vs FXI
-4.6%
+58.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +1.4% | -3.9% | +5.3% | +4.1% |
| 30D | -3.6% | -2.1% | -1.5% | -2.3% |
| 3M | -10.2% | -0.5% | -9.7% | -9.4% |
| 6M | +54.2% | -4.5% | +58.8% | +63.1% |
| All | +54.2% | -4.6% | +58.9% | +63.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling