-20.4%
SAP vs FXI
-9.2%
-11.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.0% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | +2.6% | -3.2% | +5.8% | +3.5% |
| 3M | +16.3% | +1.7% | +14.6% | +15.9% |
| 6M | +6.4% | -1.6% | +7.9% | +6.6% |
| YTD | -11.4% | -7.9% | -3.5% | -10.8% |
| 1Y | -20.4% | -9.6% | -10.8% | -18.7% |
| All | -20.4% | -9.2% | -11.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling