+137.9%
EWJ vs SM
+1,104.6%
-966.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.2% |
| 7D | +3.6% | +10.6% | -7.0% | +2.6% |
| 30D | -6.0% | -15.0% | +9.0% | -4.8% |
| 3M | -6.5% | +1.7% | -8.1% | -7.1% |
| 6M | -0.1% | +5.9% | -6.0% | -1.7% |
| YTD | +13.9% | +79.0% | -65.1% | +5.4% |
| 1Y | +13.1% | +84.7% | -71.5% | +4.2% |
| 3Y | +65.0% | -3.5% | +68.5% | +59.3% |
| 5Y | +47.0% | +4.9% | +42.0% | +36.8% |
| 10Y | +125.5% | +17.7% | +107.8% | +65.1% |
| All | +137.9% | +1,104.6% | -966.8% | +18.6% |
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