+3,621.5%
STX vs FXI
+13.0%
+3,608.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.5% |
| 7D | +9.6% | -2.8% | +12.4% | +10.9% |
| 30D | +10.6% | -5.3% | +15.9% | +13.2% |
| 3M | +4.8% | +0.3% | +4.4% | +4.1% |
| 6M | +137.3% | -4.6% | +141.8% | +141.7% |
| YTD | +222.5% | -9.1% | +231.6% | +237.2% |
| 1Y | +366.2% | -12.0% | +378.2% | +396.0% |
| 3Y | +1,352.9% | +38.6% | +1,314.3% | +1,115.7% |
| 5Y | +1,077.4% | -6.6% | +1,084.0% | +1,077.6% |
| 10Y | +3,621.5% | +15.0% | +3,606.5% | +2,960.1% |
| All | +3,621.5% | +13.0% | +3,608.5% | +2,960.1% |
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