+138.6%
EWJ vs SM
+1,103.2%
-964.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.0% | +9.4% | -5.4% | +3.0% |
| 30D | -4.3% | -14.4% | +10.1% | -3.0% |
| 3M | -6.8% | +1.6% | -8.4% | -7.4% |
| 6M | -0.9% | +6.3% | -7.2% | -2.5% |
| YTD | +14.3% | +78.8% | -64.5% | +5.7% |
| 1Y | +15.3% | +83.1% | -67.8% | +6.3% |
| 3Y | +65.6% | -5.9% | +71.5% | +60.3% |
| 5Y | +47.5% | +4.8% | +42.6% | +37.2% |
| 10Y | +126.2% | +17.5% | +108.7% | +65.6% |
| All | +138.6% | +1,103.2% | -964.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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