+14.7%
FXI vs SW
+743.1%
-728.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +4.0% |
| 7D | +6.6% | +12.1% | -5.5% | +5.9% |
| 30D | +2.2% | +6.6% | -4.4% | +1.8% |
| 3M | -4.7% | -6.0% | +1.3% | -4.5% |
| 6M | -4.7% | +21.5% | -26.1% | -5.9% |
| YTD | -9.0% | +20.3% | -29.3% | -10.3% |
| 1Y | -10.5% | +28.1% | -38.7% | -12.2% |
| 3Y | +41.6% | +51.6% | -10.0% | +37.3% |
| 5Y | -2.8% | -0.1% | -2.7% | -5.1% |
| 10Y | +21.5% | +189.7% | -168.3% | +13.7% |
| All | +14.7% | +743.1% | -728.3% | +10.9% |
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