+311.0%
SPYM vs FXI
+19.2%
+291.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -4.2% | +6.8% | +4.0% |
| 30D | -2.0% | -1.1% | -0.9% | -1.7% |
| 3M | -2.8% | -4.0% | +1.2% | -1.6% |
| 6M | +2.2% | -11.8% | +14.0% | +6.1% |
| YTD | +11.5% | -11.9% | +23.4% | +15.8% |
| 1Y | +13.5% | -16.1% | +29.6% | +19.7% |
| 3Y | +78.0% | +38.8% | +39.2% | +53.3% |
| 5Y | +73.1% | -9.1% | +82.2% | +74.6% |
| All | +311.0% | +19.2% | +291.8% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling