+9.5%
SNOW vs FXI
-10.5%
+20.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.2% |
| 7D | -14.5% | +6.6% | -21.1% | -15.5% |
| 30D | -14.3% | +2.2% | -16.5% | -14.4% |
| 3M | -8.3% | -4.7% | -3.5% | -7.4% |
| 6M | +101.5% | -4.7% | +106.2% | +103.3% |
| YTD | +32.5% | -9.0% | +41.5% | +38.6% |
| 1Y | +9.5% | -10.5% | +20.0% | +15.6% |
| All | +9.5% | -10.5% | +20.0% | +15.6% |
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