-37.7%
SWKS vs FXI
-6.5%
-31.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.4% | +7.4% | +6.5% |
| 7D | +5.7% | -1.9% | +7.6% | +6.5% |
| 30D | +17.3% | -0.6% | +18.0% | +17.4% |
| 3M | +28.3% | -4.9% | +33.1% | +30.3% |
| 6M | +26.1% | -8.8% | +34.8% | +30.2% |
| YTD | +41.1% | -10.7% | +51.8% | +46.5% |
| 1Y | +31.4% | -15.2% | +46.7% | +39.6% |
| 3Y | +7.3% | +42.5% | -35.2% | -11.5% |
| 5Y | -37.7% | -7.8% | -29.9% | -36.3% |
| All | -37.7% | -6.5% | -31.2% | -36.3% |
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 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