+65.6%
EWJ vs SMTC
+698.5%
-632.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.8% |
| 7D | +4.0% | +11.0% | -7.1% | +2.7% |
| 30D | -4.3% | -28.5% | +24.2% | -1.5% |
| 3M | -6.8% | -14.2% | +7.4% | -6.6% |
| 6M | -0.9% | -18.0% | +17.1% | -1.1% |
| YTD | +14.3% | +55.5% | -41.2% | +6.0% |
| 1Y | +15.3% | +69.5% | -54.2% | +5.9% |
| 3Y | +65.6% | +699.7% | -634.0% | +24.5% |
| All | +65.6% | +698.5% | -632.9% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling