+705.4%
SO vs FXI
+210.6%
+494.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | -1.1% | +4.4% | -5.5% | -1.8% |
| 30D | +8.6% | +1.2% | +7.4% | +8.3% |
| 3M | +1.8% | -4.2% | +6.0% | +2.4% |
| 6M | +3.6% | -6.2% | +9.8% | +4.5% |
| YTD | +9.9% | -8.8% | +18.7% | +11.2% |
| 1Y | +5.7% | -11.6% | +17.3% | +7.5% |
| 3Y | +52.5% | +45.1% | +7.4% | +39.4% |
| 5Y | +77.3% | -1.2% | +78.5% | +70.2% |
| 10Y | +186.8% | +20.1% | +166.7% | +159.0% |
| All | +705.4% | +210.6% | +494.8% | +423.8% |
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