+125.9%
EWJ vs SPG
+113.9%
+12.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.0% | +2.0% | +2.0% | +3.6% |
| 30D | -4.3% | +17.2% | -21.5% | -7.3% |
| 3M | -6.8% | +6.3% | -13.1% | -8.0% |
| 6M | -0.9% | +18.7% | -19.6% | -4.5% |
| YTD | +14.3% | +30.1% | -15.8% | +8.0% |
| 1Y | +15.3% | +32.8% | -17.5% | +8.6% |
| 3Y | +65.6% | +133.6% | -68.0% | +39.0% |
| 5Y | +47.5% | +84.4% | -36.9% | +27.4% |
| All | +125.9% | +113.9% | +12.0% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling