+65.6%
EWJ vs SFM
+27.3%
+38.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +4.0% | +6.0% | -2.1% | +3.6% |
| 30D | -4.3% | -19.5% | +15.2% | -3.2% |
| 3M | -6.8% | -37.0% | +30.2% | -4.3% |
| 6M | -0.9% | -41.0% | +40.1% | +2.0% |
| YTD | +14.3% | -34.6% | +48.9% | +16.3% |
| 1Y | +15.3% | -36.3% | +51.6% | +17.7% |
| 3Y | +65.6% | +24.5% | +41.1% | +60.4% |
| All | +65.6% | +27.3% | +38.3% | +60.4% |
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