-53.0%
SWKS vs FXI
-4.2%
-48.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.9% |
| 7D | +12.5% | +1.0% | +11.5% | +12.0% |
| 30D | +10.5% | -0.6% | +11.0% | +10.7% |
| 3M | -7.4% | +1.9% | -9.3% | -8.2% |
| 6M | +32.7% | -0.2% | +32.8% | +32.3% |
| YTD | +19.2% | -5.6% | +24.8% | +21.5% |
| 1Y | +2.4% | -4.7% | +7.0% | +4.0% |
| 3Y | -25.6% | +38.0% | -63.6% | -37.3% |
| All | -53.0% | -4.2% | -48.8% | -54.3% |
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