+141.9%
EWJ vs SONY
+293.1%
-151.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.3% |
| 30D | +0.8% | +1.5% | -0.7% | +0.1% |
| 3M | +7.5% | +13.0% | -5.5% | +2.1% |
| 6M | +15.6% | +11.2% | +4.4% | +10.1% |
| YTD | +22.7% | -6.6% | +29.4% | +24.7% |
| 1Y | +26.4% | -18.1% | +44.5% | +34.6% |
| 3Y | +72.5% | +42.1% | +30.5% | +47.3% |
| 5Y | +52.4% | +11.0% | +41.4% | +39.4% |
| All | +141.9% | +293.1% | -151.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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