+41.2%
FXI vs SW
+42.5%
-1.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.6% |
| 7D | +6.6% | +12.1% | -5.5% | +4.9% |
| 30D | +2.2% | +6.6% | -4.4% | +1.2% |
| 3M | -4.7% | -6.0% | +1.3% | -4.1% |
| 6M | -4.7% | +21.5% | -26.1% | -8.1% |
| YTD | -9.0% | +20.3% | -29.3% | -12.7% |
| 1Y | -10.5% | +28.1% | -38.7% | -15.2% |
| All | +41.2% | +42.5% | -1.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling