+828.4%
SPYM vs FXI
+188.3%
+640.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +0.1% | -0.6% | +0.6% | +0.2% |
| 3M | +2.0% | +1.9% | +0.1% | +1.3% |
| 6M | +13.1% | -0.2% | +13.2% | +12.9% |
| YTD | +13.6% | -5.6% | +19.2% | +15.3% |
| 1Y | +20.1% | -4.7% | +24.7% | +21.4% |
| 3Y | +77.6% | +38.0% | +39.5% | +55.5% |
| 5Y | +82.5% | -2.7% | +85.2% | +73.4% |
| 10Y | +317.6% | +19.9% | +297.7% | +266.6% |
| All | +828.4% | +188.3% | +640.2% | +531.6% |
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 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