+14.7%
EWJ vs SN
+140.1%
-125.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -1.9% | +3.5% | -5.4% | -2.4% |
| 30D | -5.3% | +19.4% | -24.8% | -8.1% |
| 3M | -4.3% | +20.9% | -25.2% | -7.4% |
| 6M | +0.4% | +111.1% | -110.7% | -13.8% |
| YTD | +14.7% | +102.8% | -88.1% | -1.5% |
| 1Y | +14.7% | +146.2% | -131.5% | -4.6% |
| All | +14.7% | +140.1% | -125.3% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling