+72.5%
EWJ vs SONY
+42.2%
+30.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +0.8% | +1.5% | -0.7% | +0.1% |
| 3M | +7.5% | +13.0% | -5.5% | +2.0% |
| 6M | +15.6% | +11.2% | +4.4% | +10.0% |
| YTD | +22.7% | -6.6% | +29.4% | +25.1% |
| 1Y | +26.4% | -18.1% | +44.5% | +35.6% |
| 3Y | +72.5% | +42.1% | +30.5% | +48.0% |
| All | +72.5% | +42.2% | +30.3% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling