+2,350.8%
SNPS vs FXI
+221.5%
+2,129.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | -11.0% | +1.0% | -12.1% | -11.4% |
| 30D | -1.7% | -0.6% | -1.2% | -1.7% |
| 3M | -20.4% | +1.9% | -22.3% | -21.0% |
| 6M | -8.6% | -0.2% | -8.5% | -8.7% |
| YTD | -16.2% | -5.6% | -10.6% | -14.6% |
| 1Y | -34.6% | -4.7% | -29.9% | -33.4% |
| 3Y | -14.5% | +38.0% | -52.5% | -25.4% |
| 5Y | +17.0% | -2.7% | +19.7% | +12.1% |
| 10Y | +560.0% | +19.9% | +540.1% | +490.8% |
| All | +2,350.8% | +221.5% | +2,129.2% | +1,214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling