-1.2%
FXI vs SWK
-25.2%
+24.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | +6.9% | +11.3% | -4.4% | +4.0% |
| 30D | +3.5% | +28.1% | -24.6% | -2.7% |
| 3M | -3.2% | +12.6% | -15.8% | -6.2% |
| 6M | -3.5% | +51.7% | -55.2% | -13.7% |
| YTD | -8.1% | +60.0% | -68.0% | -19.5% |
| 1Y | -10.5% | +72.7% | -83.2% | -23.4% |
| 3Y | +43.0% | +46.3% | -3.3% | +23.3% |
| All | -1.2% | -25.2% | +24.0% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling