+3,203.0%
SHW vs FXI
+200.0%
+3,002.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | -4.2% | +6.1% | +3.2% |
| 30D | +8.1% | -1.1% | +9.2% | +8.4% |
| 3M | -2.8% | -4.0% | +1.2% | -1.6% |
| 6M | +15.0% | -11.8% | +26.9% | +19.2% |
| YTD | +9.0% | -11.9% | +20.9% | +12.9% |
| 1Y | +4.5% | -16.1% | +20.6% | +9.8% |
| 3Y | +41.9% | +38.8% | +3.1% | +24.0% |
| 5Y | +10.7% | -9.1% | +19.8% | +7.0% |
| 10Y | +340.4% | +18.4% | +321.9% | +281.5% |
| All | +3,203.0% | +200.0% | +3,002.9% | +1,736.3% |
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