+25.2%
EWJ vs SN
+41.3%
-16.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.1% |
| 7D | -1.5% | -7.2% | +5.7% | -0.3% |
| 30D | +0.2% | -13.4% | +13.5% | +2.4% |
| 3M | +8.6% | +26.8% | -18.2% | +3.8% |
| 6M | +12.1% | +44.6% | -32.4% | +3.7% |
| YTD | +20.1% | +45.3% | -25.2% | +11.1% |
| 1Y | +25.2% | +40.1% | -14.9% | +11.9% |
| All | +25.2% | +41.3% | -16.1% | +11.9% |
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