+194.9%
SO vs FXI
+19.2%
+175.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.1% | +3.7% | -3.8% | -0.5% |
| 30D | +8.7% | +0.5% | +8.2% | +8.6% |
| 3M | +3.4% | -5.7% | +9.1% | +4.0% |
| 6M | +3.7% | -6.9% | +10.6% | +4.4% |
| YTD | +10.0% | -9.5% | +19.5% | +11.0% |
| 1Y | +6.6% | -14.0% | +20.6% | +8.2% |
| 3Y | +52.5% | +44.5% | +8.0% | +42.4% |
| 5Y | +76.1% | -2.8% | +78.8% | +74.7% |
| 10Y | +194.9% | +20.3% | +174.5% | +173.3% |
| All | +194.9% | +19.2% | +175.7% | +173.3% |
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