+19.1%
FXI vs SW
+182.7%
-163.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | +5.7% | +2.3% | +3.3% | +5.4% |
| 30D | +4.6% | +6.8% | -2.2% | +3.9% |
| 3M | -2.8% | -5.2% | +2.4% | -2.4% |
| 6M | -6.1% | +7.4% | -13.5% | -7.1% |
| YTD | -8.0% | +17.4% | -25.4% | -10.2% |
| 1Y | -11.3% | +27.1% | -38.4% | -14.2% |
| 3Y | +42.6% | +47.9% | -5.2% | +35.2% |
| 5Y | -0.1% | -2.6% | +2.5% | -4.1% |
| All | +19.1% | +182.7% | -163.6% | +1.1% |
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 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