+2,071.0%
STX vs FXI
+20.5%
+2,050.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +10.2% |
| 7D | -14.8% | +4.4% | -19.1% | -16.7% |
| 30D | -35.4% | +1.2% | -36.6% | -35.9% |
| 3M | -37.7% | -4.2% | -33.5% | -36.8% |
| 6M | -35.2% | -6.2% | -29.0% | -33.8% |
| YTD | +84.4% | -8.8% | +93.2% | +92.0% |
| 1Y | +82.3% | -11.6% | +93.9% | +92.7% |
| 3Y | +646.2% | +45.1% | +601.1% | +511.3% |
| 5Y | +487.4% | -1.2% | +488.6% | +469.5% |
| 10Y | +2,071.0% | +20.1% | +2,051.0% | +1,704.7% |
| All | +2,071.0% | +20.5% | +2,050.5% | +1,704.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling