+89.8%
SNOW vs FXI
+41.3%
+48.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.2% |
| 7D | +3.7% | -1.9% | +5.6% | +4.1% |
| 30D | -16.4% | -0.6% | -15.8% | -16.3% |
| 3M | -9.9% | -4.9% | -5.0% | -8.8% |
| 6M | +98.8% | -8.8% | +107.6% | +103.4% |
| YTD | +37.3% | -10.7% | +48.1% | +41.3% |
| 1Y | +11.0% | -15.2% | +26.3% | +16.0% |
| All | +89.8% | +41.3% | +48.5% | +77.2% |
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