+17.6%
SPYM vs FXI
-12.5%
+30.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.8% | -3.9% | +3.1% | +0.5% |
| 30D | -1.1% | -2.1% | +1.0% | -0.4% |
| 3M | +3.9% | -0.5% | +4.3% | +4.0% |
| 6M | +13.6% | -4.5% | +18.2% | +15.2% |
| YTD | +12.7% | -9.2% | +22.0% | +16.0% |
| 1Y | +17.6% | -13.8% | +31.4% | +22.9% |
| All | +17.6% | -12.5% | +30.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling