-4.6%
STM vs FXI
-9.2%
+4.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | -4.2% | +16.2% | +14.5% |
| 30D | -0.4% | -1.1% | +0.8% | -0.2% |
| 3M | -13.2% | -4.0% | -9.2% | -11.8% |
| 6M | -26.1% | -11.8% | -14.2% | -21.2% |
| YTD | +81.2% | -11.9% | +93.1% | +93.6% |
| 1Y | +98.3% | -16.1% | +114.4% | +117.4% |
| 3Y | +16.7% | +38.8% | -22.1% | -3.0% |
| All | -4.6% | -9.2% | +4.6% | -7.1% |
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 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