+22.5%
STM vs FXI
-7.1%
+29.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.8% |
| 7D | +5.2% | -1.0% | +6.2% | +5.7% |
| 30D | -7.4% | -3.2% | -4.1% | -5.8% |
| 3M | -30.6% | +1.7% | -32.3% | -31.4% |
| 6M | +66.4% | -1.6% | +67.9% | +68.4% |
| YTD | +101.1% | -7.9% | +109.1% | +110.8% |
| 1Y | +97.4% | -9.6% | +107.0% | +108.6% |
| 3Y | +21.1% | +40.5% | -19.3% | +0.8% |
| 5Y | +22.5% | -6.2% | +28.7% | +15.0% |
| All | +22.5% | -7.1% | +29.6% | +15.0% |
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