-1.2%
FXI vs SWK
-23.3%
+22.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.5% |
| 7D | +4.4% | +10.7% | -6.3% | +1.7% |
| 30D | +1.2% | +33.3% | -32.1% | -5.7% |
| 3M | -4.2% | +14.7% | -18.8% | -7.6% |
| 6M | -6.2% | +48.5% | -54.7% | -15.6% |
| YTD | -8.8% | +63.9% | -72.7% | -20.6% |
| 1Y | -11.6% | +80.4% | -92.0% | -25.2% |
| 3Y | +45.1% | +58.1% | -13.0% | +22.4% |
| 5Y | -1.2% | -24.5% | +23.3% | -1.7% |
| All | -1.2% | -23.3% | +22.1% | -1.7% |
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 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