+940.8%
SWKS vs FXI
+213.1%
+727.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | -9.2% | +6.9% | -16.1% | -12.8% |
| 30D | -1.9% | +3.5% | -5.4% | -4.2% |
| 3M | +21.2% | -3.2% | +24.4% | +22.6% |
| 6M | +12.9% | -3.5% | +16.4% | +13.9% |
| YTD | +30.7% | -8.1% | +38.8% | +35.2% |
| 1Y | +14.1% | -10.5% | +24.7% | +19.9% |
| 3Y | -1.7% | +43.0% | -44.7% | -25.2% |
| 5Y | -43.0% | -0.1% | -42.9% | -48.7% |
| 10Y | +34.3% | +22.7% | +11.6% | +8.8% |
| All | +940.8% | +213.1% | +727.7% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling