-6.6%
FXI vs SAN
+384.1%
-390.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | -0.1% | -5.2% | -5.4% |
| 3M | +0.3% | +19.6% | -19.3% | -5.8% |
| 6M | -4.6% | +32.7% | -37.3% | -13.8% |
| YTD | -9.1% | +26.7% | -35.8% | -17.0% |
| 1Y | -12.0% | +51.6% | -63.6% | -24.5% |
| 3Y | +38.6% | +348.7% | -310.1% | -18.7% |
| 5Y | -6.6% | +378.7% | -385.3% | -48.2% |
| All | -6.6% | +384.1% | -390.6% | -48.2% |
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 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