+1,335.2%
STX vs FXI
+43.0%
+1,292.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.8% |
| 7D | +2.4% | +1.0% | +1.3% | +2.0% |
| 30D | +1.4% | -0.6% | +1.9% | +1.5% |
| 3M | -8.2% | +1.9% | -10.1% | -9.1% |
| 6M | +127.0% | -0.2% | +127.2% | +126.9% |
| YTD | +209.1% | -5.6% | +214.7% | +216.4% |
| 1Y | +365.4% | -4.7% | +370.1% | +377.1% |
| All | +1,335.2% | +43.0% | +1,292.2% | +1,219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling