+36.1%
FXI vs STLA
+263.8%
-227.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.3% |
| 7D | +1.0% | +2.6% | -1.5% | +0.5% |
| 30D | -0.6% | -1.2% | +0.7% | -0.5% |
| 3M | +1.9% | -24.8% | +26.7% | +7.8% |
| 6M | -0.2% | -25.6% | +25.4% | +5.3% |
| YTD | -5.6% | -48.9% | +43.4% | +6.7% |
| 1Y | -4.7% | -38.8% | +34.1% | +2.7% |
| 3Y | +38.0% | -64.5% | +102.6% | +63.2% |
| 5Y | -2.7% | -62.4% | +59.8% | +11.5% |
| 10Y | +19.9% | +55.4% | -35.5% | +2.4% |
| All | +36.1% | +263.8% | -227.7% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling