+196.4%
SO vs FXI
+19.2%
+177.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | -4.2% | +5.6% | +1.8% |
| 30D | +4.7% | -1.1% | +5.8% | +4.8% |
| 3M | +1.7% | -4.0% | +5.7% | +2.1% |
| 6M | +2.2% | -11.8% | +14.0% | +3.5% |
| YTD | +10.0% | -11.9% | +21.9% | +11.3% |
| 1Y | +6.0% | -16.1% | +22.2% | +7.9% |
| 3Y | +54.1% | +38.8% | +15.3% | +44.7% |
| 5Y | +79.6% | -9.1% | +88.7% | +80.6% |
| All | +196.4% | +19.2% | +177.2% | +178.7% |
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