+3,043.1%
SHW vs FXI
+221.5%
+2,821.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -3.2% | +1.0% | -4.3% | -3.5% |
| 30D | -9.5% | -0.6% | -9.0% | -9.4% |
| 3M | +11.5% | +1.9% | +9.5% | +10.6% |
| 6M | -3.5% | -0.2% | -3.4% | -3.7% |
| YTD | +3.7% | -5.6% | +9.3% | +5.2% |
| 1Y | -7.9% | -4.7% | -3.2% | -7.0% |
| 3Y | +24.7% | +38.0% | -13.3% | +9.2% |
| 5Y | +13.6% | -2.7% | +16.3% | +7.2% |
| 10Y | +283.0% | +19.9% | +263.0% | +230.7% |
| All | +3,043.1% | +221.5% | +2,821.5% | +1,611.7% |
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