+19.2%
FXI vs STLA
-4.1%
+23.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -4.2% | -13.8% | +9.6% | -0.6% |
| 30D | -1.1% | -10.5% | +9.4% | +1.3% |
| 3M | -4.0% | -28.9% | +24.9% | +3.9% |
| 6M | -11.8% | -49.7% | +37.9% | +3.9% |
| YTD | -11.9% | -64.9% | +53.0% | +12.2% |
| 1Y | -16.1% | -64.0% | +47.9% | +5.7% |
| 3Y | +38.8% | -77.4% | +116.2% | +92.0% |
| 5Y | -9.1% | -74.4% | +65.4% | +17.4% |
| All | +19.2% | -4.1% | +23.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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