+15.0%
FXI vs STT
+262.1%
-247.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.8% | +1.0% | -3.8% | -3.1% |
| 30D | -5.3% | +2.8% | -8.1% | -6.2% |
| 3M | +0.3% | +18.1% | -17.8% | -4.8% |
| 6M | -4.6% | +59.2% | -63.8% | -17.4% |
| YTD | -9.1% | +51.5% | -60.6% | -20.3% |
| 1Y | -12.0% | +75.7% | -87.6% | -26.3% |
| 3Y | +38.6% | +200.8% | -162.1% | -2.9% |
| 5Y | -6.6% | +155.8% | -162.4% | -33.2% |
| 10Y | +15.0% | +266.4% | -251.4% | -31.8% |
| All | +15.0% | +262.1% | -247.0% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling