+50.4%
EWJ vs SPMO
+149.5%
-99.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +0.8% | -1.9% | +2.7% | +1.9% |
| 3M | +7.5% | -1.4% | +8.9% | +7.8% |
| 6M | +15.6% | +25.5% | -9.9% | -0.2% |
| YTD | +22.7% | +24.8% | -2.1% | +6.2% |
| 1Y | +26.4% | +24.5% | +1.9% | +9.5% |
| 3Y | +72.5% | +157.1% | -84.6% | -5.1% |
| All | +50.4% | +149.5% | -99.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling