+18.2%
EWJ vs SMTC
+70.8%
-52.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.9% | +14.3% | +2.9% |
| 7D | -1.2% | -24.5% | +23.3% | +2.1% |
| 30D | -5.5% | -42.5% | +37.0% | +0.9% |
| 3M | -0.8% | -14.1% | +13.3% | -0.8% |
| 6M | +7.1% | +3.6% | +3.5% | +2.8% |
| YTD | +16.9% | +50.6% | -33.7% | +5.0% |
| 1Y | +18.2% | +72.2% | -54.0% | +3.6% |
| All | +18.2% | +70.8% | -52.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling