+30.6%
FXI vs STLA
+178.7%
-148.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | 0.0% |
| 7D | +3.7% | -4.9% | +8.6% | +4.7% |
| 30D | +0.5% | -4.9% | +5.4% | +1.2% |
| 3M | -5.7% | -23.7% | +18.0% | -0.9% |
| 6M | -6.9% | -45.0% | +38.1% | +4.4% |
| YTD | -9.5% | -60.9% | +51.4% | +7.6% |
| 1Y | -14.0% | -58.9% | +44.9% | +0.8% |
| 3Y | +44.5% | -74.4% | +119.0% | +82.5% |
| 5Y | -2.8% | -71.5% | +68.7% | +17.5% |
| 10Y | +20.3% | +5.3% | +15.1% | +10.5% |
| All | +30.6% | +178.7% | -148.2% | +14.8% |
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 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