+15.0%
FXI vs STRL
+7,055.3%
-7,040.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -2.8% | +8.2% | -11.0% | -3.6% |
| 30D | -5.3% | -6.3% | +1.0% | -4.8% |
| 3M | +0.3% | -41.2% | +41.5% | +5.0% |
| 6M | -4.6% | +20.4% | -24.9% | -10.0% |
| YTD | -9.1% | +61.7% | -70.8% | -17.6% |
| 1Y | -12.0% | +72.7% | -84.7% | -21.5% |
| 3Y | +38.6% | +530.9% | -492.3% | -0.9% |
| 5Y | -6.6% | +2,125.4% | -2,132.0% | -46.1% |
| 10Y | +15.0% | +7,301.3% | -7,286.3% | -43.9% |
| All | +15.0% | +7,055.3% | -7,040.3% | -43.9% |
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