+23.9%
FXI vs SN
+659.6%
-635.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +5.7% | +7.2% | -1.5% | +4.9% |
| 30D | +4.6% | +20.4% | -15.8% | +2.7% |
| 3M | -2.8% | +23.9% | -26.7% | -5.0% |
| 6M | -6.1% | +93.0% | -99.1% | -12.5% |
| YTD | -8.0% | +99.2% | -107.3% | -14.9% |
| 1Y | -11.3% | +142.6% | -153.9% | -19.7% |
| 3Y | +42.6% | +398.8% | -356.2% | +18.4% |
| All | +23.9% | +659.6% | -635.6% | +1.8% |
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 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