+22.9%
FXI vs SN
+681.9%
-659.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.1% |
| 7D | +4.4% | +7.6% | -3.3% | +3.6% |
| 30D | +1.2% | +24.1% | -22.8% | -0.9% |
| 3M | -4.2% | +23.7% | -27.9% | -6.3% |
| 6M | -6.2% | +105.5% | -111.8% | -13.2% |
| YTD | -8.8% | +105.1% | -113.9% | -15.9% |
| 1Y | -11.6% | +148.3% | -159.9% | -20.2% |
| 3Y | +45.1% | +438.7% | -393.5% | +19.9% |
| All | +22.9% | +681.9% | -659.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling