+15.6%
FXI vs SNAP
-77.4%
+93.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -3.2% | +1.9% | -5.1% | -3.6% |
| 3M | +1.7% | -3.9% | +5.6% | +1.5% |
| 6M | -1.6% | +5.2% | -6.8% | -3.1% |
| YTD | -7.9% | -32.7% | +24.8% | -5.2% |
| 1Y | -9.6% | -24.8% | +15.2% | -8.3% |
| 3Y | +40.5% | -42.2% | +82.6% | +40.6% |
| 5Y | -6.2% | -92.7% | +86.4% | +6.5% |
| All | +15.6% | -77.4% | +93.0% | +8.8% |
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