+19.0%
FXI vs SW
+755.0%
-736.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.5% |
| 7D | +1.0% | -5.1% | +6.1% | +1.3% |
| 30D | -0.6% | -4.6% | +4.0% | -0.3% |
| 3M | +1.9% | +9.4% | -7.5% | +1.2% |
| 6M | -0.2% | +3.5% | -3.7% | -0.7% |
| YTD | -5.6% | +22.0% | -27.6% | -7.0% |
| 1Y | -4.7% | +2.2% | -6.9% | -5.3% |
| 3Y | +38.0% | +19.6% | +18.4% | +35.2% |
| 5Y | -2.7% | -2.3% | -0.3% | -5.0% |
| 10Y | +19.9% | +181.4% | -161.4% | +12.2% |
| All | +19.0% | +755.0% | -736.0% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling