+663.7%
SAP vs FXI
+221.5%
+442.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.3% |
| 30D | +9.0% | -0.6% | +9.6% | +9.2% |
| 3M | +14.9% | +1.9% | +13.0% | +13.9% |
| 6M | +11.9% | -0.2% | +12.1% | +11.7% |
| YTD | -9.9% | -5.6% | -4.3% | -8.3% |
| 1Y | -19.5% | -4.7% | -14.9% | -18.5% |
| 3Y | +61.8% | +38.0% | +23.8% | +35.0% |
| 5Y | +56.2% | -2.7% | +58.8% | +45.3% |
| 10Y | +180.6% | +19.9% | +160.7% | +133.8% |
| All | +663.7% | +221.5% | +442.2% | +238.2% |
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 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