-10.5%
FXI vs STT
+53.6%
-64.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.8% |
| 7D | +6.6% | -0.1% | +6.6% | +6.5% |
| 30D | +2.2% | -1.7% | +3.9% | +2.5% |
| 3M | -4.7% | -6.4% | +1.6% | -3.7% |
| 6M | -4.7% | +17.7% | -22.3% | -9.2% |
| YTD | -9.0% | +36.9% | -45.9% | -16.8% |
| 1Y | -10.5% | +52.0% | -62.6% | -21.0% |
| All | -10.5% | +53.6% | -64.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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