+295.5%
SPGI vs FXI
+14.7%
+280.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | +5.4% | -3.2% | +8.6% | +6.5% |
| 3M | +9.0% | +1.7% | +7.4% | +8.4% |
| 6M | +0.8% | -1.6% | +2.3% | +0.9% |
| YTD | -12.6% | -7.9% | -4.7% | -10.7% |
| 1Y | -16.1% | -9.6% | -6.5% | -14.0% |
| 3Y | +19.0% | +40.5% | -21.5% | +1.3% |
| 5Y | +5.1% | -6.2% | +11.3% | +4.2% |
| 10Y | +295.5% | +14.2% | +281.3% | +240.8% |
| All | +295.5% | +14.7% | +280.7% | +240.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling