+152.2%
EWJ vs SIRI
-41.4%
+193.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.0% | -3.9% | +4.9% | +1.2% |
| 30D | +1.0% | -0.8% | +1.8% | +1.0% |
| 3M | +7.2% | +4.3% | +2.9% | +6.9% |
| 6M | +13.9% | +34.1% | -20.2% | +12.0% |
| YTD | +20.8% | +47.3% | -26.5% | +18.1% |
| 1Y | +26.4% | +22.9% | +3.5% | +24.7% |
| 3Y | +71.8% | -24.6% | +96.3% | +72.0% |
| 5Y | +49.9% | -43.2% | +93.1% | +50.9% |
| 10Y | +140.0% | -12.3% | +152.3% | +135.6% |
| All | +152.2% | -41.4% | +193.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling