-0.9%
SO vs FXI
-4.7%
+3.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.5% |
| 7D | -0.2% | +1.0% | -1.2% | 0.0% |
| 30D | -4.6% | -0.6% | -4.0% | -4.6% |
| 3M | -3.0% | +1.9% | -5.0% | -2.5% |
| 6M | -8.3% | -0.2% | -8.1% | -7.9% |
| YTD | +3.5% | -5.6% | +9.1% | +2.8% |
| 1Y | -0.9% | -4.7% | +3.7% | -1.5% |
| All | -0.9% | -4.7% | +3.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling