-0.4%
FXI vs STZ
-29.4%
+29.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +5.7% | +4.9% | +0.7% | +4.7% |
| 30D | +4.6% | +20.9% | -16.3% | +0.8% |
| 3M | -2.8% | +8.0% | -10.8% | -4.4% |
| 6M | -6.1% | -5.3% | -0.8% | -5.4% |
| YTD | -8.0% | +5.9% | -14.0% | -10.3% |
| 1Y | -11.3% | +14.2% | -25.5% | -15.2% |
| 3Y | +42.6% | -37.0% | +79.6% | +57.1% |
| All | -0.4% | -29.4% | +29.0% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling