-22.8%
STM vs FXI
-8.9%
-13.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.0% |
| 7D | +1.4% | -1.9% | +3.4% | +2.0% |
| 30D | -8.4% | -0.6% | -7.7% | -8.1% |
| 3M | -15.8% | -4.9% | -10.9% | -12.3% |
| 6M | -22.8% | -8.8% | -14.0% | -1.6% |
| All | -22.8% | -8.9% | -13.9% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling