-15.7%
STM vs FXI
-0.9%
-14.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | +5.7% | -16.4% | -13.6% |
| 30D | -25.7% | +4.6% | -30.3% | -27.8% |
| 3M | -21.6% | -2.8% | -18.8% | -20.8% |
| 6M | -27.8% | -6.1% | -21.7% | -25.5% |
| YTD | +61.8% | -8.0% | +69.8% | +69.0% |
| 1Y | +78.1% | -11.3% | +89.4% | +89.7% |
| 3Y | +4.9% | +42.6% | -37.7% | -14.0% |
| All | -15.7% | -0.9% | -14.8% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling