-3.5%
FXI vs SWK
+55.2%
-58.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.3% |
| 7D | +6.9% | +11.3% | -4.4% | +5.8% |
| 30D | +3.5% | +28.1% | -24.6% | +1.9% |
| 3M | -3.2% | +12.6% | -15.8% | -4.2% |
| 6M | -3.5% | +51.7% | -55.2% | -7.8% |
| All | -3.5% | +55.2% | -58.7% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling