+30.5%
SNOW vs FXI
-8.5%
+39.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | +8.4% | -2.8% | +11.2% | +10.0% |
| 30D | -1.0% | -5.3% | +4.4% | +2.0% |
| 3M | +38.3% | +0.3% | +38.0% | +37.6% |
| 6M | +81.3% | -4.6% | +85.9% | +84.5% |
| YTD | +51.1% | -9.1% | +60.2% | +58.1% |
| 1Y | +47.0% | -12.0% | +58.9% | +56.5% |
| 3Y | +99.7% | +38.6% | +61.1% | +50.4% |
| 5Y | +3.6% | -6.6% | +10.2% | +5.1% |
| All | +30.5% | -8.5% | +39.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling