+320.7%
EWJ vs SNY
+241.9%
+78.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.3% | -3.3% | +3.6% | +1.5% |
| 30D | +0.8% | -2.2% | +2.9% | +1.5% |
| 3M | +7.5% | -3.0% | +10.5% | +8.2% |
| 6M | +15.6% | +2.7% | +12.9% | +13.7% |
| YTD | +22.7% | -6.8% | +29.6% | +24.9% |
| 1Y | +26.4% | -5.3% | +31.7% | +27.4% |
| 3Y | +72.5% | -9.8% | +82.3% | +71.5% |
| 5Y | +52.4% | +9.7% | +42.8% | +37.5% |
| 10Y | +143.8% | +64.5% | +79.3% | +80.2% |
| All | +320.7% | +241.9% | +78.7% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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