+210.8%
FXI vs STT
+518.6%
-307.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.0% |
| 7D | +4.4% | +0.9% | +3.4% | +3.9% |
| 30D | +1.2% | -2.3% | +3.6% | +2.0% |
| 3M | -4.2% | -7.0% | +2.8% | -1.9% |
| 6M | -6.2% | +15.5% | -21.7% | -11.8% |
| YTD | -8.8% | +35.6% | -44.4% | -19.6% |
| 1Y | -11.6% | +47.9% | -59.5% | -24.7% |
| 3Y | +45.1% | +181.1% | -136.0% | -5.0% |
| 5Y | -1.2% | +108.2% | -109.4% | -30.3% |
| 10Y | +20.1% | +201.0% | -180.9% | -33.4% |
| All | +210.8% | +518.6% | -307.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling