+176.2%
SAP vs FXI
+14.7%
+161.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.8% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | +2.6% | -3.2% | +5.8% | +3.8% |
| 3M | +16.3% | +1.7% | +14.6% | +15.4% |
| 6M | +6.4% | -1.6% | +7.9% | +6.8% |
| YTD | -11.4% | -7.9% | -3.5% | -9.1% |
| 1Y | -20.4% | -9.6% | -10.8% | -17.8% |
| 3Y | +56.5% | +40.5% | +16.1% | +30.9% |
| 5Y | +56.8% | -6.2% | +63.0% | +54.7% |
| 10Y | +176.2% | +14.2% | +162.0% | +138.9% |
| All | +176.2% | +14.7% | +161.5% | +138.9% |
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