+366.2%
STX vs FXI
-11.6%
+377.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -0.7% |
| 7D | +9.6% | -2.8% | +12.4% | +12.6% |
| 30D | +10.6% | -5.3% | +15.9% | +16.6% |
| 3M | +4.8% | +0.3% | +4.4% | +2.5% |
| 6M | +137.3% | -4.6% | +141.8% | +148.2% |
| YTD | +222.5% | -9.1% | +231.6% | +268.3% |
| 1Y | +366.2% | -12.0% | +378.2% | +455.0% |
| All | +366.2% | -11.6% | +377.8% | +455.0% |
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