+20.0%
FXI vs SWK
+21.9%
-1.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -0.6% | +30.4% | -31.1% | -8.1% |
| 3M | -4.9% | +12.1% | -17.0% | -8.3% |
| 6M | -8.8% | +49.1% | -57.9% | -19.6% |
| YTD | -10.7% | +60.4% | -71.2% | -23.7% |
| 1Y | -15.2% | +78.3% | -93.6% | -29.9% |
| 3Y | +42.5% | +53.3% | -10.8% | +18.4% |
| 5Y | -7.8% | -27.0% | +19.1% | -5.9% |
| 10Y | +20.0% | +20.8% | -0.9% | -2.7% |
| All | +20.0% | +21.9% | -1.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling