+69.8%
EWJ vs SFM
+83.0%
-13.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.7% |
| 7D | +1.0% | -7.2% | +8.2% | +1.5% |
| 30D | +1.0% | -14.3% | +15.3% | +2.0% |
| 3M | +7.2% | -13.7% | +21.0% | +8.1% |
| 6M | +13.9% | -6.0% | +19.9% | +13.7% |
| YTD | +20.8% | -8.2% | +29.0% | +20.7% |
| 1Y | +26.4% | -46.2% | +72.6% | +33.9% |
| All | +69.8% | +83.0% | -13.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling