+18.2%
EWJ vs SPG
+34.3%
-16.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.1% |
| 7D | -1.2% | +8.2% | -9.4% | -2.0% |
| 30D | -5.5% | +13.5% | -18.9% | -6.8% |
| 3M | -0.8% | +2.2% | -3.0% | -0.9% |
| 6M | +7.1% | +15.9% | -8.8% | +2.7% |
| YTD | +16.9% | +27.6% | -10.7% | +8.8% |
| 1Y | +18.2% | +30.9% | -12.7% | +9.0% |
| All | +18.2% | +34.3% | -16.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling