+649.3%
SYK vs FXI
+207.8%
+441.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -12.3% | -2.8% | -9.5% | -11.5% |
| 30D | -22.4% | -3.7% | -18.8% | -21.5% |
| 3M | -12.3% | -0.4% | -11.9% | -12.3% |
| 6M | -24.3% | -5.4% | -18.9% | -23.1% |
| YTD | -22.8% | -9.6% | -13.1% | -20.6% |
| 1Y | -28.8% | -11.9% | -16.9% | -26.3% |
| 3Y | -4.0% | +37.8% | -41.8% | -16.6% |
| 5Y | +3.8% | -7.0% | +10.9% | -0.7% |
| 10Y | +172.8% | +14.3% | +158.5% | +139.7% |
| All | +649.3% | +207.8% | +441.5% | +320.3% |
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 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