+38.8%
FXI vs STRL
+341.0%
-302.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -4.2% | +15.7% | -19.9% | -4.8% |
| 30D | -1.1% | -35.5% | +34.3% | +0.5% |
| 3M | -4.0% | -47.1% | +43.2% | -1.6% |
| 6M | -11.8% | -65.8% | +53.9% | -8.0% |
| YTD | -11.9% | -4.5% | -7.4% | -15.0% |
| 1Y | -16.1% | -10.5% | -5.6% | -18.8% |
| 3Y | +38.8% | +340.6% | -301.8% | +15.2% |
| All | +38.8% | +341.0% | -302.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling