-16.7%
FXI vs SAN
+13.0%
-29.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | -4.2% | +1.0% | -5.2% | -4.4% |
| 30D | -2.0% | -9.4% | +7.3% | -0.1% |
| 3M | -5.0% | -17.1% | +12.2% | -1.3% |
| 6M | -9.6% | +2.2% | -11.8% | -11.5% |
| YTD | -11.9% | +6.0% | -17.9% | -16.4% |
| 1Y | -16.7% | +12.7% | -29.4% | -21.9% |
| All | -16.7% | +13.0% | -29.7% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling