+42.6%
FXI vs STT
+165.4%
-122.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.7% | -2.5% | +8.1% | +6.3% |
| 30D | +4.6% | -5.0% | +9.5% | +5.8% |
| 3M | -2.8% | -10.5% | +7.7% | -0.2% |
| 6M | -6.1% | +10.0% | -16.1% | -9.1% |
| YTD | -8.0% | +30.7% | -38.7% | -15.5% |
| 1Y | -11.3% | +43.8% | -55.1% | -20.8% |
| 3Y | +42.6% | +168.1% | -125.4% | +3.0% |
| All | +42.6% | +165.4% | -122.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling