+18.9%
SWKS vs FXI
-10.5%
+29.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -3.2% |
| 7D | -4.9% | +6.6% | -11.5% | -5.5% |
| 30D | -1.2% | +2.2% | -3.4% | -1.2% |
| 3M | +24.2% | -4.7% | +28.9% | +26.2% |
| 6M | +21.5% | -4.7% | +26.1% | +23.5% |
| YTD | +33.5% | -9.0% | +42.5% | +36.6% |
| 1Y | +18.9% | -10.5% | +29.4% | +22.9% |
| All | +18.9% | -10.5% | +29.5% | +22.9% |
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