+65.9%
EWJ vs SN
+453.9%
-388.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.1% |
| 7D | -1.5% | -7.2% | +5.7% | -0.6% |
| 30D | +0.2% | -13.4% | +13.5% | +1.9% |
| 3M | +8.6% | +26.8% | -18.2% | +5.1% |
| 6M | +12.1% | +44.6% | -32.4% | +6.4% |
| YTD | +20.1% | +45.3% | -25.2% | +13.7% |
| 1Y | +25.2% | +40.1% | -14.9% | +18.7% |
| 3Y | +70.8% | +375.3% | -304.5% | +46.5% |
| All | +65.9% | +453.9% | -388.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling