+38.5%
SLB vs FXI
-13.7%
+52.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -4.3% | +3.7% | -8.0% | -5.7% |
| 30D | +1.9% | +0.5% | +1.4% | +1.8% |
| 3M | -5.7% | -5.7% | 0.0% | -3.3% |
| 6M | -5.3% | -6.9% | +1.6% | -2.3% |
| YTD | +32.2% | -9.5% | +41.6% | +36.7% |
| 1Y | +38.5% | -14.0% | +52.5% | +45.1% |
| All | +38.5% | -13.7% | +52.2% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling