+27.2%
FXI vs SN
+490.7%
-463.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | +1.0% | -9.3% | +10.4% | +2.0% |
| 30D | -0.6% | -4.8% | +4.2% | -0.2% |
| 3M | +1.9% | +40.4% | -38.5% | -1.9% |
| 6M | -0.2% | +50.9% | -51.1% | -4.9% |
| YTD | -5.6% | +54.9% | -60.5% | -10.4% |
| 1Y | -4.7% | +43.0% | -47.7% | -9.1% |
| 3Y | +38.0% | +391.8% | -353.8% | +16.3% |
| All | +27.2% | +490.7% | -463.5% | +7.2% |
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