-7.8%
FXI vs SAN
+300.6%
-308.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -1.9% | +3.4% | -5.3% | -3.0% |
| 30D | -0.6% | -6.3% | +5.6% | +1.1% |
| 3M | -4.9% | -14.1% | +9.2% | -0.7% |
| 6M | -8.8% | +4.2% | -13.0% | -11.0% |
| YTD | -10.7% | +9.0% | -19.8% | -15.0% |
| 1Y | -15.2% | +18.8% | -34.0% | -21.6% |
| 3Y | +42.5% | +252.0% | -209.5% | -10.3% |
| 5Y | -7.8% | +299.5% | -307.3% | -45.8% |
| All | -7.8% | +300.6% | -308.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling