+14.6%
SNOW vs FXI
-11.3%
+25.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +5.5% | -4.2% | +9.7% | +8.0% |
| 30D | -13.2% | -1.1% | -12.0% | -12.8% |
| 3M | -13.7% | -4.0% | -9.8% | -12.1% |
| 6M | +91.0% | -11.8% | +102.8% | +103.6% |
| YTD | +32.7% | -11.9% | +44.6% | +40.9% |
| 1Y | +13.3% | -16.1% | +29.4% | +23.8% |
| 3Y | +83.4% | +38.8% | +44.6% | +36.7% |
| 5Y | -24.7% | -9.1% | -15.6% | -22.5% |
| All | +14.6% | -11.3% | +25.9% | +15.7% |
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