+155.9%
SO vs FXI
+14.7%
+141.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | -3.2% | -3.2% | 0.0% | -2.9% |
| 3M | -1.7% | +1.7% | -3.4% | -2.0% |
| 6M | -7.2% | -1.6% | -5.6% | -7.1% |
| YTD | +4.6% | -7.9% | +12.5% | +5.4% |
| 1Y | +1.2% | -9.6% | +10.8% | +2.1% |
| 3Y | +45.3% | +40.5% | +4.8% | +36.1% |
| 5Y | +58.7% | -6.2% | +65.0% | +59.1% |
| 10Y | +155.9% | +14.2% | +141.7% | +131.6% |
| All | +155.9% | +14.7% | +141.1% | +131.6% |
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 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