+7,569.0%
STX vs FXI
+208.4%
+7,360.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -17.3% | +3.7% | -21.0% | -19.0% |
| 30D | -35.9% | +0.5% | -36.4% | -36.3% |
| 3M | -37.3% | -5.7% | -31.6% | -35.9% |
| 6M | -35.8% | -6.9% | -28.9% | -34.1% |
| YTD | +82.7% | -9.5% | +92.2% | +91.3% |
| 1Y | +71.6% | -14.0% | +85.7% | +84.4% |
| 3Y | +635.3% | +44.5% | +590.7% | +493.3% |
| 5Y | +483.8% | -2.8% | +486.6% | +447.8% |
| 10Y | +1,967.8% | +20.3% | +1,947.4% | +1,604.7% |
| All | +7,569.0% | +208.4% | +7,360.6% | +3,159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling