+49.2%
EWJ vs SFM
+212.1%
-163.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | -1.5% | -8.8% | +7.3% | -0.8% |
| 30D | +0.2% | -14.5% | +14.6% | +1.3% |
| 3M | +8.6% | -16.8% | +25.4% | +10.0% |
| 6M | +12.1% | -5.3% | +17.5% | +11.9% |
| YTD | +20.1% | -9.4% | +29.5% | +20.2% |
| 1Y | +25.2% | -46.2% | +71.3% | +31.6% |
| 3Y | +70.8% | +81.3% | -10.5% | +58.0% |
| 5Y | +49.2% | +211.9% | -162.7% | +31.4% |
| All | +49.2% | +212.1% | -163.0% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling