+26.4%
FXI vs SSNC
+1,082.2%
-1,055.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -0.6% | +6.0% | -6.6% | -2.6% |
| 3M | +1.9% | +21.0% | -19.1% | -5.0% |
| 6M | -0.2% | +12.1% | -12.3% | -4.8% |
| YTD | -5.6% | -3.2% | -2.4% | -5.7% |
| 1Y | -4.7% | -4.4% | -0.3% | -4.5% |
| 3Y | +38.0% | +51.6% | -13.6% | +16.4% |
| 5Y | -2.7% | +21.1% | -23.8% | -12.6% |
| 10Y | +19.9% | +177.7% | -157.8% | -23.7% |
| All | +26.4% | +1,082.2% | -1,055.8% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling