-8.1%
SNPS vs FXI
+41.7%
-49.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -3.7% | +5.7% | -9.3% | -5.4% |
| 30D | -10.4% | +4.6% | -15.0% | -11.7% |
| 3M | +11.0% | -2.8% | +13.7% | +11.7% |
| 6M | -10.7% | -6.1% | -4.6% | -9.2% |
| YTD | -4.1% | -8.0% | +3.9% | -1.8% |
| 1Y | +13.7% | -11.3% | +25.0% | +17.7% |
| 3Y | -8.1% | +42.6% | -50.7% | -13.6% |
| All | -8.1% | +41.7% | -49.8% | -13.6% |
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