+35.3%
SWKS vs FXI
+19.2%
+16.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -3.1% | +3.7% | -6.8% | -5.3% |
| 30D | +8.3% | +0.5% | +7.8% | +7.8% |
| 3M | +20.2% | -5.7% | +25.9% | +23.5% |
| 6M | +24.9% | -6.9% | +31.8% | +29.1% |
| YTD | +33.2% | -9.5% | +42.6% | +39.1% |
| 1Y | +23.6% | -14.0% | +37.6% | +33.2% |
| 3Y | +1.3% | +44.5% | -43.3% | -25.0% |
| 5Y | -40.6% | -2.8% | -37.8% | -43.4% |
| 10Y | +35.3% | +20.3% | +14.9% | +14.7% |
| All | +35.3% | +19.2% | +16.1% | +14.7% |
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