+97.2%
SNOW vs FXI
+38.3%
+58.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | +1.5% | -3.2% | +4.8% | +2.4% |
| 3M | +39.5% | +1.7% | +37.8% | +38.7% |
| 6M | +85.9% | -1.6% | +87.4% | +86.0% |
| YTD | +52.9% | -7.9% | +60.9% | +56.5% |
| 1Y | +48.1% | -9.6% | +57.7% | +52.5% |
| All | +97.2% | +38.3% | +58.9% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling