+68.5%
EWJ vs SN
+496.6%
-428.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +1.1% | -5.6% | +6.7% | +1.8% |
| 3M | +7.1% | +48.1% | -40.9% | +1.6% |
| 6M | +16.2% | +57.6% | -41.4% | +9.0% |
| YTD | +22.0% | +56.5% | -34.5% | +14.5% |
| 1Y | +26.2% | +52.6% | -26.3% | +18.5% |
| 3Y | +73.5% | +412.0% | -338.5% | +47.5% |
| All | +68.5% | +496.6% | -428.1% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling