+127.3%
SLB vs FXI
+213.2%
-85.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -7.1% | +5.7% | -12.8% | -10.0% |
| 30D | +4.1% | +4.6% | -0.5% | +1.3% |
| 3M | -2.6% | -2.8% | +0.1% | -1.4% |
| 6M | -8.6% | -6.1% | -2.5% | -5.8% |
| YTD | +32.2% | -8.0% | +40.2% | +37.4% |
| 1Y | +40.7% | -11.3% | +52.0% | +49.0% |
| 3Y | -4.5% | +42.6% | -47.2% | -25.9% |
| 5Y | +66.4% | -0.1% | +66.4% | +46.0% |
| 10Y | -15.1% | +22.7% | -37.8% | -34.8% |
| All | +127.3% | +213.2% | -85.9% | -16.4% |
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