+728.8%
SAP vs FXI
+213.2%
+515.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -0.7% | +5.7% | -6.3% | -2.9% |
| 30D | +11.1% | +4.6% | +6.5% | +9.0% |
| 3M | +17.0% | -2.8% | +19.8% | +18.3% |
| 6M | +34.8% | -6.1% | +40.9% | +37.9% |
| YTD | -2.2% | -8.0% | +5.8% | +0.6% |
| 1Y | -6.4% | -11.3% | +4.9% | -2.3% |
| 3Y | +75.1% | +42.6% | +32.5% | +44.1% |
| 5Y | +69.8% | -0.1% | +69.9% | +56.2% |
| 10Y | +219.8% | +22.7% | +197.1% | +163.8% |
| All | +728.8% | +213.2% | +515.6% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling