-0.6%
SWKS vs FXI
+41.7%
-42.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -9.2% | +6.9% | -16.1% | -11.3% |
| 30D | -1.9% | +3.5% | -5.4% | -3.2% |
| 3M | +21.2% | -3.2% | +24.4% | +22.3% |
| 6M | +12.9% | -3.5% | +16.4% | +13.8% |
| YTD | +30.7% | -8.1% | +38.8% | +34.0% |
| 1Y | +14.1% | -10.5% | +24.7% | +18.2% |
| All | -0.6% | +41.7% | -42.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling