+461.8%
STM vs FXI
+19.2%
+442.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.3% |
| 7D | +16.3% | -4.2% | +20.5% | +19.7% |
| 30D | -6.3% | -2.0% | -4.3% | -5.4% |
| 3M | -14.1% | -5.0% | -9.1% | -11.7% |
| 6M | -19.6% | -9.6% | -9.9% | -14.2% |
| YTD | +80.1% | -11.9% | +92.0% | +96.2% |
| 1Y | +95.4% | -16.7% | +112.0% | +121.2% |
| 3Y | +14.7% | +40.6% | -25.9% | -14.6% |
| 5Y | -5.4% | -9.1% | +3.7% | -3.1% |
| All | +461.8% | +19.2% | +442.6% | +375.3% |
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