+46.3%
FXI vs STZ
-37.0%
+83.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +5.7% | +4.9% | +0.7% | +4.8% |
| 30D | +4.6% | +20.9% | -16.3% | +1.3% |
| 3M | -2.8% | +8.0% | -10.8% | -4.2% |
| 6M | -6.1% | -5.3% | -0.8% | -5.3% |
| YTD | -8.0% | +5.9% | -14.0% | -10.2% |
| 1Y | -11.3% | +14.2% | -25.5% | -15.1% |
| All | +46.3% | -37.0% | +83.3% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling