+19.0%
FXI vs SW
+185.4%
-166.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +6.9% | +4.7% | +2.2% | +6.4% |
| 30D | +3.5% | +5.0% | -1.5% | +2.9% |
| 3M | -3.2% | -7.3% | +4.2% | -2.5% |
| 6M | -3.5% | +15.0% | -18.5% | -5.3% |
| YTD | -8.1% | +18.5% | -26.6% | -10.3% |
| 1Y | -10.5% | +27.1% | -37.7% | -13.4% |
| 3Y | +43.0% | +49.3% | -6.3% | +35.5% |
| 5Y | -0.1% | -1.6% | +1.5% | -4.2% |
| All | +19.0% | +185.4% | -166.4% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling