+72.5%
EWJ vs SITM
+452.7%
-380.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.6% |
| 7D | +0.3% | +3.9% | -3.6% | -0.1% |
| 30D | +0.8% | -6.6% | +7.4% | +1.4% |
| 3M | +7.5% | -11.9% | +19.4% | +7.8% |
| 6M | +15.6% | +81.1% | -65.5% | +5.8% |
| YTD | +22.7% | +80.0% | -57.2% | +11.7% |
| 1Y | +26.4% | +145.8% | -119.4% | +9.9% |
| 3Y | +72.5% | +475.9% | -403.4% | +30.2% |
| All | +72.5% | +452.7% | -380.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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