+1,144.9%
STX vs FXI
-7.1%
+1,152.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +8.9% | +7.4% |
| 7D | +10.7% | -1.0% | +11.7% | +11.1% |
| 30D | +11.3% | -3.2% | +14.5% | +12.4% |
| 3M | +3.2% | +1.7% | +1.5% | +2.2% |
| 6M | +157.0% | -1.6% | +158.5% | +158.0% |
| YTD | +229.2% | -7.9% | +237.1% | +239.7% |
| 1Y | +381.8% | -9.6% | +391.5% | +401.7% |
| 3Y | +1,383.2% | +40.5% | +1,342.7% | +1,206.5% |
| 5Y | +1,144.9% | -6.2% | +1,151.1% | +1,106.1% |
| All | +1,144.9% | -7.1% | +1,152.0% | +1,106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling