+13.7%
FXI vs SNAP
-79.2%
+92.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +3.7% | -10.6% | +14.2% | +4.8% |
| 30D | +0.5% | -19.7% | +20.2% | +2.6% |
| 3M | -5.7% | -6.5% | +0.8% | -5.5% |
| 6M | -6.9% | -17.8% | +10.9% | -5.9% |
| YTD | -9.5% | -38.0% | +28.6% | -6.3% |
| 1Y | -14.0% | -42.5% | +28.4% | -10.4% |
| 3Y | +44.5% | -55.8% | +100.4% | +48.5% |
| 5Y | -2.8% | -90.5% | +87.8% | +8.4% |
| All | +13.7% | -79.2% | +92.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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