+14.2%
FXI vs SAN
+347.0%
-332.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.8% | -2.8% | 0.0% | -1.9% |
| 30D | -3.7% | -0.5% | -3.1% | -3.6% |
| 3M | -0.4% | +22.7% | -23.1% | -7.1% |
| 6M | -5.4% | +28.8% | -34.2% | -13.4% |
| YTD | -9.6% | +26.3% | -35.9% | -17.1% |
| 1Y | -11.9% | +48.8% | -60.8% | -23.5% |
| 3Y | +37.8% | +347.2% | -309.4% | -17.1% |
| 5Y | -7.0% | +383.8% | -390.8% | -47.0% |
| All | +14.2% | +347.0% | -332.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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