-0.1%
FXI vs SW
-1.6%
+1.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +6.9% | +4.7% | +2.2% | +6.3% |
| 30D | +3.5% | +5.0% | -1.5% | +2.8% |
| 3M | -3.2% | -7.3% | +4.2% | -2.4% |
| 6M | -3.5% | +15.0% | -18.5% | -5.9% |
| YTD | -8.1% | +18.5% | -26.6% | -11.1% |
| 1Y | -10.5% | +27.1% | -37.7% | -14.4% |
| 3Y | +43.0% | +49.3% | -6.3% | +32.7% |
| 5Y | -0.1% | -1.6% | +1.5% | -6.4% |
| All | -0.1% | -1.6% | +1.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling