+660.9%
SNPS vs FXI
+19.2%
+641.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | -4.2% | +5.3% | +2.9% |
| 30D | -5.2% | -1.1% | -4.0% | -4.8% |
| 3M | +10.6% | -4.0% | +14.5% | +12.2% |
| 6M | -10.6% | -11.8% | +1.2% | -5.9% |
| YTD | -3.1% | -11.9% | +8.8% | +2.0% |
| 1Y | +15.6% | -16.1% | +31.7% | +24.3% |
| 3Y | -12.9% | +38.8% | -51.7% | -27.8% |
| 5Y | +31.2% | -9.1% | +40.3% | +33.4% |
| All | +660.9% | +19.2% | +641.7% | +604.8% |
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