+21.2%
FXI vs STRL
+3,942.7%
-3,921.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +15.0% | -15.8% | -2.3% |
| 7D | +4.4% | -13.3% | +17.7% | +5.1% |
| 30D | +1.2% | -43.3% | +44.6% | +6.3% |
| 3M | -4.2% | -46.9% | +42.7% | +1.0% |
| 6M | -6.2% | -65.6% | +59.4% | +2.3% |
| YTD | -8.8% | -5.1% | -3.7% | -13.8% |
| 1Y | -11.6% | -23.1% | +11.5% | -14.6% |
| 3Y | +45.1% | +346.8% | -301.7% | +4.9% |
| 5Y | -1.2% | +907.2% | -908.4% | -39.0% |
| All | +21.2% | +3,942.7% | -3,921.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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