+574.2%
SNPS vs FXI
+13.0%
+561.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -5.5% | -2.8% | -2.7% | -4.3% |
| 30D | -4.5% | -5.3% | +0.8% | -2.3% |
| 3M | -15.5% | +0.3% | -15.8% | -15.9% |
| 6M | -10.1% | -4.6% | -5.5% | -8.4% |
| YTD | -16.3% | -9.1% | -7.2% | -12.9% |
| 1Y | -34.9% | -12.0% | -23.0% | -31.2% |
| 3Y | -14.4% | +38.6% | -53.0% | -28.8% |
| 5Y | +17.9% | -6.6% | +24.5% | +18.0% |
| 10Y | +574.2% | +15.0% | +559.2% | +506.2% |
| All | +574.2% | +13.0% | +561.3% | +506.2% |
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 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