+130.8%
SLB vs FXI
-4.2%
+135.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | +15.8% | -0.6% | +16.4% | +16.0% |
| 3M | -0.3% | +1.9% | -2.3% | -0.9% |
| 6M | +21.3% | -0.2% | +21.5% | +21.3% |
| YTD | +52.3% | -5.6% | +57.9% | +54.2% |
| 1Y | +63.6% | -4.7% | +68.3% | +65.2% |
| 3Y | +3.8% | +38.0% | -34.3% | -4.2% |
| All | +130.8% | -4.2% | +135.0% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling