+213.4%
FXI vs SWK
+385.0%
-171.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.2% |
| 7D | +6.9% | +11.3% | -4.4% | +1.5% |
| 30D | +3.5% | +28.1% | -24.6% | -8.0% |
| 3M | -3.2% | +12.6% | -15.8% | -9.0% |
| 6M | -3.5% | +51.7% | -55.2% | -22.0% |
| YTD | -8.1% | +60.0% | -68.0% | -28.6% |
| 1Y | -10.5% | +72.7% | -83.2% | -33.3% |
| 3Y | +43.0% | +46.3% | -3.3% | +7.4% |
| 5Y | -0.1% | -24.6% | +24.5% | -0.6% |
| 10Y | +22.7% | +32.2% | -9.5% | -26.1% |
| All | +213.4% | +385.0% | -171.6% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling