+1,617.8%
SPGI vs FXI
+221.5%
+1,396.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +8.4% | -0.6% | +9.0% | +8.6% |
| 3M | +11.8% | +1.9% | +9.9% | +10.7% |
| 6M | +5.7% | -0.2% | +5.9% | +5.2% |
| YTD | -9.7% | -5.6% | -4.1% | -8.1% |
| 1Y | -12.5% | -4.7% | -7.8% | -11.6% |
| 3Y | +21.8% | +38.0% | -16.2% | -0.8% |
| 5Y | +8.2% | -2.7% | +10.9% | -1.8% |
| 10Y | +309.5% | +19.9% | +289.6% | +225.4% |
| All | +1,617.8% | +221.5% | +1,396.3% | +761.1% |
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 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