-6.2%
FXI vs STZ
-36.5%
+30.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.2% | -1.3% |
| 7D | -1.0% | -7.4% | +6.4% | +0.5% |
| 30D | -3.2% | -10.9% | +7.7% | -1.1% |
| 3M | +1.7% | -13.4% | +15.1% | +4.4% |
| 6M | -1.6% | -16.2% | +14.6% | +1.4% |
| YTD | -7.9% | -10.4% | +2.5% | -7.1% |
| 1Y | -9.6% | -14.8% | +5.2% | -7.9% |
| 3Y | +40.5% | -50.1% | +90.6% | +63.0% |
| 5Y | -6.2% | -38.8% | +32.6% | -1.9% |
| All | -6.2% | -36.5% | +30.3% | -1.9% |
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