+50.8%
SWKS vs FXI
+19.2%
+31.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | -4.2% | +13.6% | +12.1% |
| 30D | +17.0% | -1.1% | +18.1% | +17.3% |
| 3M | +28.9% | -4.0% | +32.9% | +30.9% |
| 6M | +33.1% | -11.8% | +45.0% | +41.9% |
| YTD | +44.8% | -11.9% | +56.7% | +53.5% |
| 1Y | +36.2% | -16.1% | +52.3% | +48.7% |
| 3Y | +11.5% | +38.8% | -27.3% | -15.4% |
| 5Y | -37.1% | -9.1% | -28.0% | -36.9% |
| All | +50.8% | +19.2% | +31.6% | +30.3% |
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