+80.7%
SAP vs FXI
-9.2%
+89.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -4.2% | +4.8% | +1.8% |
| 30D | +6.5% | -1.1% | +7.7% | +6.8% |
| 3M | +12.2% | -4.0% | +16.2% | +13.4% |
| 6M | +46.1% | -11.8% | +57.9% | +50.8% |
| YTD | -1.6% | -11.9% | +10.3% | +1.3% |
| 1Y | -5.1% | -16.1% | +11.0% | -1.0% |
| 3Y | +68.4% | +38.8% | +29.6% | +49.4% |
| All | +80.7% | -9.2% | +89.9% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling