+43.8%
FXI vs STRL
+509.6%
-465.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.2% | +1.2% |
| 7D | +1.0% | +3.4% | -2.4% | +0.9% |
| 30D | -0.6% | -9.2% | +8.7% | -0.1% |
| 3M | +1.9% | -51.0% | +53.0% | +5.6% |
| 6M | -0.2% | +15.8% | -15.9% | -3.4% |
| YTD | -5.6% | +58.9% | -64.5% | -10.8% |
| 1Y | -4.7% | +68.5% | -73.2% | -10.5% |
| All | +43.8% | +509.6% | -465.8% | +18.4% |
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