+221.8%
FXI vs STZ
+686.1%
-464.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +1.0% | -1.9% | +3.0% | +1.7% |
| 30D | -0.6% | -1.9% | +1.3% | -0.1% |
| 3M | +1.9% | -6.2% | +8.2% | +3.7% |
| 6M | -0.2% | -14.0% | +13.8% | +4.3% |
| YTD | -5.6% | -5.1% | -0.5% | -5.5% |
| 1Y | -4.7% | -9.6% | +4.9% | -3.2% |
| 3Y | +38.0% | -47.2% | +85.3% | +68.0% |
| 5Y | -2.7% | -33.6% | +30.9% | +6.6% |
| 10Y | +19.9% | -9.8% | +29.7% | +7.3% |
| All | +221.8% | +686.1% | -464.4% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling