+14.7%
FXI vs SSNC
+173.6%
-158.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -3.9% | -4.0% | +0.2% | -2.5% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | -0.5% | +18.9% | -19.4% | -6.5% |
| 6M | -4.5% | +10.8% | -15.4% | -8.5% |
| YTD | -9.2% | -7.1% | -2.1% | -7.9% |
| 1Y | -13.8% | -9.6% | -4.2% | -11.8% |
| 3Y | +36.6% | +51.1% | -14.5% | +15.2% |
| 5Y | -6.7% | +19.7% | -26.3% | -15.9% |
| All | +14.7% | +173.6% | -158.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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