+284.1%
SHW vs FXI
+13.0%
+271.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -3.2% | -2.8% | -0.4% | -2.5% |
| 30D | -11.4% | -5.3% | -6.1% | -10.1% |
| 3M | +3.5% | +0.3% | +3.1% | +3.3% |
| 6M | -3.4% | -4.6% | +1.2% | -2.3% |
| YTD | -0.3% | -9.1% | +8.7% | +1.9% |
| 1Y | -10.4% | -12.0% | +1.5% | -7.8% |
| 3Y | +21.3% | +38.6% | -17.3% | +7.8% |
| 5Y | +12.9% | -6.6% | +19.4% | +12.9% |
| 10Y | +284.1% | +15.0% | +269.1% | +234.1% |
| All | +284.1% | +13.0% | +271.1% | +234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling