+22.5%
FXI vs SN
+476.8%
-454.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | -2.8% | -3.4% | +0.6% | -2.5% |
| 30D | -5.3% | -9.1% | +3.7% | -4.5% |
| 3M | +0.3% | +31.8% | -31.4% | -2.7% |
| 6M | -4.6% | +52.0% | -56.6% | -9.2% |
| YTD | -9.1% | +51.3% | -60.4% | -13.6% |
| 1Y | -12.0% | +46.9% | -58.8% | -16.3% |
| 3Y | +38.6% | +394.9% | -356.3% | +17.1% |
| All | +22.5% | +476.8% | -454.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling