+15.0%
FXI vs STLA
+46.8%
-31.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -5.3% | -5.2% | -0.1% | -4.2% |
| 3M | +0.3% | -24.9% | +25.2% | +7.4% |
| 6M | -4.6% | -25.2% | +20.6% | +1.7% |
| YTD | -9.1% | -51.4% | +42.3% | +7.0% |
| 1Y | -12.0% | -40.7% | +28.7% | -3.0% |
| 3Y | +38.6% | -66.3% | +104.9% | +72.8% |
| 5Y | -6.6% | -63.2% | +56.7% | +10.3% |
| 10Y | +15.0% | +48.7% | -33.7% | -3.8% |
| All | +15.0% | +46.8% | -31.7% | -3.8% |
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