-12.0%
FXI vs STZ
-14.3%
+2.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -2.8% | -6.0% | +3.2% | -2.5% |
| 30D | -5.3% | -8.9% | +3.6% | -4.9% |
| 3M | +0.3% | -12.6% | +12.9% | +1.0% |
| 6M | -4.6% | -17.2% | +12.6% | -3.7% |
| YTD | -9.1% | -10.0% | +0.9% | -10.1% |
| 1Y | -12.0% | -14.3% | +2.3% | -11.8% |
| All | -12.0% | -14.3% | +2.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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