+1,102.2%
SBUX vs FXI
+221.5%
+880.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | -3.1% | +1.0% | -4.2% | -3.6% |
| 30D | -0.9% | -0.6% | -0.3% | -0.7% |
| 3M | +11.6% | +1.9% | +9.7% | +10.5% |
| 6M | +8.8% | -0.2% | +9.0% | +8.4% |
| YTD | +26.3% | -5.6% | +31.9% | +28.7% |
| 1Y | +23.1% | -4.7% | +27.8% | +24.7% |
| 3Y | +15.0% | +38.0% | -23.1% | -3.8% |
| 5Y | +0.4% | -2.7% | +3.0% | -6.0% |
| 10Y | +130.7% | +19.9% | +110.8% | +92.4% |
| All | +1,102.2% | +221.5% | +880.6% | +484.7% |
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 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