+10.3%
FXI vs SHAK
+34.1%
-23.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.4% |
| 7D | -2.8% | -7.2% | +4.4% | -1.8% |
| 30D | -5.3% | -11.8% | +6.5% | -3.7% |
| 3M | +0.3% | +17.2% | -16.8% | -2.3% |
| 6M | -4.6% | -34.1% | +29.6% | -0.5% |
| YTD | -9.1% | -22.4% | +13.3% | -7.6% |
| 1Y | -12.0% | -35.9% | +24.0% | -8.3% |
| 3Y | +38.6% | -3.4% | +42.0% | +30.6% |
| 5Y | -6.6% | -25.4% | +18.9% | -11.7% |
| 10Y | +15.0% | +83.4% | -68.4% | -10.9% |
| All | +10.3% | +34.1% | -23.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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