+222.9%
SAP vs FXI
+20.5%
+202.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.6% | +4.4% | -2.7% | 0.0% |
| 30D | +10.5% | +1.2% | +9.3% | +10.0% |
| 3M | +15.2% | -4.2% | +19.3% | +16.9% |
| 6M | +36.7% | -6.2% | +42.9% | +39.6% |
| YTD | -0.6% | -8.8% | +8.2% | +2.3% |
| 1Y | -4.1% | -11.6% | +7.5% | -0.2% |
| 3Y | +73.2% | +45.1% | +28.1% | +42.8% |
| 5Y | +74.1% | -1.2% | +75.3% | +67.0% |
| 10Y | +222.9% | +20.1% | +202.9% | +174.6% |
| All | +222.9% | +20.5% | +202.4% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling