+152.2%
EWJ vs SONY
+382.2%
-230.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.0% | -4.9% | +5.9% | +3.1% |
| 30D | +1.0% | -1.6% | +2.6% | +1.5% |
| 3M | +7.2% | +10.0% | -2.8% | +2.3% |
| 6M | +13.9% | +8.4% | +5.5% | +8.9% |
| YTD | +20.8% | -8.4% | +29.2% | +23.8% |
| 1Y | +26.4% | -18.4% | +44.7% | +35.4% |
| 3Y | +71.8% | +41.0% | +30.8% | +43.5% |
| 5Y | +49.9% | +9.3% | +40.6% | +36.3% |
| 10Y | +140.0% | +281.7% | -141.7% | +20.8% |
| All | +152.2% | +382.2% | -230.0% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling