+123.8%
STX vs FXI
-10.5%
+134.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.4% | -11.8% |
| 7D | -20.2% | +6.6% | -26.8% | -25.3% |
| 30D | -37.2% | +2.2% | -39.4% | -38.5% |
| 3M | -34.1% | -4.7% | -29.3% | -30.7% |
| 6M | -24.5% | -4.7% | -19.8% | -20.4% |
| YTD | +102.9% | -9.0% | +111.9% | +136.3% |
| 1Y | +123.8% | -10.5% | +134.3% | +171.2% |
| All | +123.8% | -10.5% | +134.3% | +171.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling