+20.3%
FXI vs SWK
+26.9%
-6.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +3.7% | +11.3% | -7.6% | +0.4% |
| 30D | +0.5% | +31.5% | -31.0% | -7.3% |
| 3M | -5.7% | +14.4% | -20.1% | -9.6% |
| 6M | -6.9% | +46.4% | -53.3% | -17.5% |
| YTD | -9.5% | +61.6% | -71.0% | -22.7% |
| 1Y | -14.0% | +78.7% | -92.8% | -29.0% |
| 3Y | +44.5% | +54.4% | -9.9% | +19.9% |
| 5Y | -2.8% | -25.3% | +22.5% | -1.5% |
| 10Y | +20.3% | +22.4% | -2.0% | -2.9% |
| All | +20.3% | +26.9% | -6.5% | -2.9% |
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