+50.4%
EWJ vs SMTC
+122.8%
-72.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.6% |
| 7D | +0.3% | +13.1% | -12.8% | -1.3% |
| 30D | +0.8% | +19.5% | -18.7% | -1.8% |
| 3M | +7.5% | +2.2% | +5.3% | +5.8% |
| 6M | +15.6% | +94.9% | -79.3% | +4.3% |
| YTD | +22.7% | +127.0% | -104.2% | +8.5% |
| 1Y | +26.4% | +174.6% | -148.2% | +8.7% |
| 3Y | +72.5% | +615.9% | -543.4% | +20.8% |
| All | +50.4% | +122.8% | -72.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling