+89.5%
EWJ vs SITM
+4,437.5%
-4,348.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +1.0% | +3.7% | -2.7% | +0.6% |
| 30D | +1.0% | -14.5% | +15.5% | +2.5% |
| 3M | +7.2% | -10.6% | +17.8% | +7.4% |
| 6M | +13.9% | +65.5% | -51.7% | +6.0% |
| YTD | +20.8% | +67.0% | -46.2% | +11.7% |
| 1Y | +26.4% | +138.6% | -112.2% | +11.6% |
| 3Y | +71.8% | +421.8% | -350.1% | +33.7% |
| 5Y | +49.9% | +172.4% | -122.6% | +17.2% |
| All | +89.5% | +4,437.5% | -4,348.0% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling