+19.1%
FXI vs SWK
+29.6%
-10.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.7% | +11.0% | -5.4% | +2.4% |
| 30D | +4.6% | +30.1% | -25.5% | -3.2% |
| 3M | -2.8% | +14.7% | -17.4% | -6.9% |
| 6M | -6.1% | +44.5% | -50.6% | -16.4% |
| YTD | -8.0% | +59.4% | -67.4% | -21.1% |
| 1Y | -11.3% | +77.5% | -88.9% | -26.5% |
| 3Y | +42.6% | +49.5% | -6.8% | +19.6% |
| 5Y | -0.1% | -24.9% | +24.8% | +1.0% |
| All | +19.1% | +29.6% | -10.5% | -0.1% |
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