-9.6%
FXI vs STRL
+73.8%
-83.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.6% |
| 7D | -1.0% | +10.1% | -11.1% | -1.4% |
| 30D | -3.2% | -8.2% | +5.0% | -2.9% |
| 3M | +1.7% | -43.7% | +45.4% | +4.4% |
| 6M | -1.6% | +27.1% | -28.7% | -6.9% |
| YTD | -7.9% | +64.0% | -71.9% | -15.1% |
| 1Y | -9.6% | +75.2% | -84.8% | -14.9% |
| All | -9.6% | +73.8% | -83.4% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling