+221.8%
FXI vs SAN
+389.7%
-168.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +1.0% | +1.8% | -0.7% | +0.2% |
| 30D | -0.6% | +2.0% | -2.5% | -1.6% |
| 3M | +1.9% | +19.7% | -17.8% | -6.9% |
| 6M | -0.2% | +30.6% | -30.8% | -13.0% |
| YTD | -5.6% | +28.8% | -34.4% | -17.8% |
| 1Y | -4.7% | +57.8% | -62.4% | -24.8% |
| 3Y | +38.0% | +338.1% | -300.1% | -34.9% |
| 5Y | -2.7% | +384.2% | -386.9% | -58.5% |
| 10Y | +19.9% | +353.1% | -333.2% | -54.4% |
| All | +221.8% | +389.7% | -168.0% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling