-6.2%
FXI vs STLA
-62.5%
+56.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -3.2% | -2.4% | -0.9% | -2.8% |
| 3M | +1.7% | -23.9% | +25.6% | +8.4% |
| 6M | -1.6% | -24.6% | +23.1% | +4.6% |
| YTD | -7.9% | -50.5% | +42.6% | +8.0% |
| 1Y | -9.6% | -39.8% | +30.2% | -1.3% |
| 3Y | +40.5% | -65.6% | +106.1% | +74.9% |
| 5Y | -6.2% | -62.1% | +55.9% | +3.9% |
| All | -6.2% | -62.5% | +56.3% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling