+5.2%
SSPC vs FXI
-1.7%
+6.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.2% | +3.6% | +5.7% |
| 7D | +11.8% | +6.6% | +5.2% | +9.0% |
| 30D | +44.7% | +2.2% | +42.6% | +42.8% |
| 3M | -40.7% | -4.7% | -36.0% | -39.9% |
| All | +5.2% | -1.7% | +6.9% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling