+392.7%
STM vs FXI
+221.5%
+171.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +0.9% |
| 7D | +5.8% | +1.0% | +4.7% | +5.1% |
| 30D | -1.0% | -0.6% | -0.5% | -0.8% |
| 3M | -33.3% | +1.9% | -35.2% | -34.2% |
| 6M | +57.4% | -0.2% | +57.5% | +58.0% |
| YTD | +102.2% | -5.6% | +107.8% | +110.3% |
| 1Y | +99.6% | -4.7% | +104.3% | +106.0% |
| 3Y | +14.5% | +38.0% | -23.5% | -8.9% |
| 5Y | +21.4% | -2.7% | +24.0% | +14.5% |
| 10Y | +695.0% | +19.9% | +675.0% | +586.9% |
| All | +392.7% | +221.5% | +171.2% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling