+32.4%
SWKS vs FXI
+20.5%
+11.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -2.7% | +4.4% | -7.1% | -5.3% |
| 30D | +8.5% | +1.2% | +7.3% | +7.5% |
| 3M | +17.3% | -4.2% | +21.5% | +19.4% |
| 6M | +25.1% | -6.2% | +31.3% | +28.7% |
| YTD | +33.3% | -8.8% | +42.1% | +38.7% |
| 1Y | +22.9% | -11.6% | +34.5% | +30.3% |
| 3Y | +5.5% | +45.1% | -39.6% | -22.0% |
| 5Y | -41.9% | -1.2% | -40.7% | -45.3% |
| 10Y | +32.4% | +20.1% | +12.4% | +12.1% |
| All | +32.4% | +20.5% | +11.9% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling