-10.5%
FXI vs SW
+29.5%
-40.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.8% |
| 7D | +6.6% | +12.1% | -5.5% | +5.5% |
| 30D | +2.2% | +6.6% | -4.4% | +1.6% |
| 3M | -4.7% | -6.0% | +1.3% | -4.4% |
| 6M | -4.7% | +21.5% | -26.1% | -7.1% |
| YTD | -9.0% | +20.3% | -29.3% | -12.1% |
| 1Y | -10.5% | +28.1% | -38.7% | -14.1% |
| All | -10.5% | +29.5% | -40.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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