+44.0%
FXI vs SAN
+358.9%
-314.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +1.0% | +1.8% | -0.7% | +0.5% |
| 30D | -0.6% | +2.0% | -2.5% | -1.2% |
| 3M | +1.9% | +19.7% | -17.8% | -4.0% |
| 6M | -0.2% | +30.6% | -30.8% | -8.8% |
| YTD | -5.6% | +28.8% | -34.4% | -13.9% |
| 1Y | -4.7% | +57.8% | -62.4% | -18.7% |
| All | +44.0% | +358.9% | -314.9% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling