+100.8%
STM vs FXI
-11.6%
+112.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.4% |
| 7D | +1.7% | -2.8% | +4.4% | +4.3% |
| 30D | -5.2% | -5.3% | +0.2% | -0.3% |
| 3M | -29.6% | +0.3% | -30.0% | -30.2% |
| 6M | +54.4% | -4.6% | +58.9% | +61.9% |
| YTD | +99.5% | -9.1% | +108.6% | +116.6% |
| 1Y | +100.8% | -12.0% | +112.7% | +122.7% |
| All | +100.8% | -11.6% | +112.3% | +122.7% |
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 · 6 months rolling