+72.5%
EWJ vs SIRI
-22.6%
+95.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +0.8% | +2.5% | -1.7% | +0.5% |
| 3M | +7.5% | +6.6% | +0.9% | +6.4% |
| 6M | +15.6% | +32.9% | -17.3% | +11.2% |
| YTD | +22.7% | +50.5% | -27.7% | +16.0% |
| 1Y | +26.4% | +28.0% | -1.5% | +21.8% |
| 3Y | +72.5% | -22.4% | +94.9% | +70.5% |
| All | +72.5% | -22.6% | +95.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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