+3.4%
SLB vs FXI
+39.4%
-36.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | -4.2% | +7.7% | +4.9% |
| 30D | +6.5% | -1.1% | +7.6% | +6.8% |
| 3M | -0.2% | -4.0% | +3.7% | +0.9% |
| 6M | -5.7% | -11.8% | +6.1% | -2.0% |
| YTD | +36.8% | -11.9% | +48.7% | +42.1% |
| 1Y | +45.8% | -16.1% | +61.9% | +53.7% |
| 3Y | +3.4% | +38.8% | -35.4% | -7.1% |
| All | +3.4% | +39.4% | -36.1% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling