+232.5%
EWJ vs SCHG
+1,132.2%
-899.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.9% |
| 30D | +0.8% | -1.3% | +2.1% | +1.6% |
| 3M | +7.5% | +5.4% | +2.1% | +4.1% |
| 6M | +15.6% | +14.4% | +1.2% | +6.5% |
| YTD | +22.7% | +8.0% | +14.7% | +17.0% |
| 1Y | +26.4% | +12.7% | +13.7% | +17.3% |
| 3Y | +72.5% | +85.6% | -13.1% | +16.6% |
| 5Y | +52.4% | +85.5% | -33.1% | +0.7% |
| 10Y | +143.8% | +456.0% | -312.2% | -30.5% |
| All | +232.5% | +1,132.2% | -899.7% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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