-8.4%
FXI vs SWK
-30.7%
+22.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -1.1% | +25.5% | -26.6% | -6.5% |
| 3M | -4.0% | +11.8% | -15.7% | -6.8% |
| 6M | -11.8% | +48.7% | -60.5% | -20.7% |
| YTD | -11.9% | +57.2% | -69.1% | -22.6% |
| 1Y | -16.1% | +75.3% | -91.4% | -28.5% |
| 3Y | +38.8% | +51.9% | -13.2% | +18.2% |
| All | -8.4% | -30.7% | +22.3% | -8.1% |
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 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