+62.4%
SAP vs FXI
+39.4%
+23.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | +9.0% | -0.6% | +9.6% | +9.1% |
| 3M | +14.9% | +1.9% | +13.0% | +14.4% |
| 6M | +11.9% | -0.2% | +12.1% | +11.8% |
| YTD | -9.9% | -5.6% | -4.3% | -9.1% |
| 1Y | -19.5% | -4.7% | -14.9% | -19.0% |
| All | +62.4% | +39.4% | +23.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling