+38.8%
FXI vs SN
+440.0%
-401.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -4.2% | +1.5% | -5.7% | -4.4% |
| 30D | -1.1% | +21.5% | -22.6% | -3.2% |
| 3M | -4.0% | +20.0% | -24.0% | -6.0% |
| 6M | -11.8% | +119.9% | -131.8% | -19.9% |
| YTD | -11.9% | +102.3% | -114.2% | -19.5% |
| 1Y | -16.1% | +148.0% | -164.1% | -25.3% |
| 3Y | +38.8% | +450.0% | -411.2% | +3.8% |
| All | +38.8% | +440.0% | -401.2% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling