-43.6%
SWKS vs FXI
-0.9%
-42.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | +5.7% | -11.8% | -8.3% |
| 30D | -1.5% | +4.6% | -6.1% | -3.5% |
| 3M | +23.0% | -2.8% | +25.7% | +23.9% |
| 6M | +27.6% | -6.1% | +33.7% | +30.3% |
| YTD | +32.3% | -8.0% | +40.4% | +35.8% |
| 1Y | +20.1% | -11.3% | +31.4% | +25.3% |
| 3Y | +0.6% | +42.6% | -42.0% | -16.8% |
| All | -43.6% | -0.9% | -42.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling