+82.3%
SPYM vs FXI
-6.0%
+88.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.4% | -2.8% | +2.4% | +0.3% |
| 30D | -1.4% | -5.3% | +3.9% | -0.2% |
| 3M | +3.7% | +0.3% | +3.4% | +3.6% |
| 6M | +13.0% | -4.6% | +17.6% | +14.1% |
| YTD | +12.5% | -9.1% | +21.6% | +14.6% |
| 1Y | +18.6% | -12.0% | +30.6% | +21.6% |
| 3Y | +78.0% | +38.6% | +39.4% | +63.1% |
| 5Y | +82.3% | -6.6% | +88.9% | +81.6% |
| All | +82.3% | -6.0% | +88.3% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling