+155.6%
EWJ vs SMTC
+9,365.0%
-9,209.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.9% |
| 7D | +2.5% | +12.7% | -10.2% | +0.7% |
| 30D | +3.3% | +22.0% | -18.7% | -0.1% |
| 3M | +5.0% | -12.7% | +17.6% | +5.5% |
| 6M | +11.5% | +64.8% | -53.2% | +1.5% |
| YTD | +22.4% | +100.7% | -78.3% | +8.0% |
| 1Y | +30.2% | +146.9% | -116.7% | +10.9% |
| 3Y | +72.8% | +456.8% | -384.0% | +20.9% |
| 5Y | +54.1% | +89.2% | -35.1% | +22.7% |
| 10Y | +140.6% | +426.9% | -286.3% | +58.4% |
| All | +155.6% | +9,365.0% | -9,209.4% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling