+14.7%
FXI vs SNY
+64.5%
-49.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.9% | -3.3% | -0.6% | -2.9% |
| 30D | -2.1% | -2.2% | +0.1% | -1.5% |
| 3M | -0.5% | -3.0% | +2.6% | +0.2% |
| 6M | -4.5% | +2.7% | -7.3% | -5.7% |
| YTD | -9.2% | -6.8% | -2.4% | -7.9% |
| 1Y | -13.8% | -5.3% | -8.5% | -13.1% |
| 3Y | +36.6% | -9.8% | +46.4% | +37.2% |
| 5Y | -6.7% | +9.7% | -16.3% | -14.4% |
| All | +14.7% | +64.5% | -49.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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