+694.8%
SO vs FXI
+213.2%
+481.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | +5.7% | -7.1% | -2.4% |
| 30D | +8.1% | +4.6% | +3.5% | +7.2% |
| 3M | +0.2% | -2.8% | +3.0% | +0.6% |
| 6M | +0.4% | -6.1% | +6.5% | +1.2% |
| YTD | +8.5% | -8.0% | +16.5% | +9.6% |
| 1Y | +4.9% | -11.3% | +16.3% | +6.7% |
| 3Y | +47.9% | +42.6% | +5.3% | +35.7% |
| 5Y | +75.7% | -0.1% | +75.7% | +68.3% |
| 10Y | +178.0% | +22.7% | +155.3% | +150.0% |
| All | +694.8% | +213.2% | +481.6% | +416.2% |
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