+155.6%
EWJ vs SM
+1,239.6%
-1,084.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +3.3% | +26.3% | -23.0% | +0.8% |
| 3M | +5.0% | +8.7% | -3.7% | +3.6% |
| 6M | +11.5% | +51.7% | -40.1% | +5.7% |
| YTD | +22.4% | +99.0% | -76.7% | +12.6% |
| 1Y | +30.2% | +34.6% | -4.4% | +24.2% |
| 3Y | +72.8% | -7.8% | +80.6% | +68.2% |
| 5Y | +54.1% | +104.8% | -50.6% | +34.2% |
| 10Y | +140.6% | +7.2% | +133.4% | +79.2% |
| All | +155.6% | +1,239.6% | -1,084.0% | +26.6% |
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