-7.0%
FXI vs SSNC
+14.9%
-22.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -2.8% | -6.7% | +3.9% | -0.6% |
| 30D | -3.7% | -0.8% | -2.9% | -3.5% |
| 3M | -0.4% | +16.1% | -16.5% | -5.7% |
| 6M | -5.4% | +7.9% | -13.4% | -8.4% |
| YTD | -9.6% | -8.7% | -0.9% | -7.1% |
| 1Y | -11.9% | -9.5% | -2.4% | -9.3% |
| 3Y | +37.8% | +47.7% | -9.8% | +14.6% |
| 5Y | -7.0% | +17.6% | -24.7% | -16.8% |
| All | -7.0% | +14.9% | -22.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling