-10.5%
FXI vs SW
+25.8%
-36.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +6.9% | +4.7% | +2.2% | +6.5% |
| 30D | +3.5% | +5.0% | -1.5% | +3.0% |
| 3M | -3.2% | -7.3% | +4.2% | -2.7% |
| 6M | -3.5% | +15.0% | -18.5% | -5.5% |
| YTD | -8.1% | +18.5% | -26.6% | -11.2% |
| 1Y | -10.5% | +27.1% | -37.7% | -14.2% |
| All | -10.5% | +25.8% | -36.3% | -14.2% |
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