+3,769.6%
SOXX vs FXI
+207.8%
+3,561.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | +3.0% | -2.8% | +5.8% | +4.5% |
| 30D | -3.1% | -3.7% | +0.5% | -1.3% |
| 3M | -4.4% | -0.4% | -4.0% | -4.6% |
| 6M | +52.9% | -5.4% | +58.3% | +57.3% |
| YTD | +72.0% | -9.6% | +81.6% | +81.4% |
| 1Y | +105.1% | -11.9% | +117.0% | +119.6% |
| 3Y | +220.6% | +37.8% | +182.8% | +163.2% |
| 5Y | +244.8% | -7.0% | +251.8% | +235.1% |
| 10Y | +1,537.1% | +14.3% | +1,522.8% | +1,353.0% |
| All | +3,769.6% | +207.8% | +3,561.7% | +1,654.2% |
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