+141.9%
EWJ vs SPYG
+424.6%
-282.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +0.8% | -1.5% | +2.3% | +1.7% |
| 3M | +7.5% | +3.7% | +3.8% | +5.3% |
| 6M | +15.6% | +16.4% | -0.8% | +5.9% |
| YTD | +22.7% | +13.3% | +9.4% | +14.2% |
| 1Y | +26.4% | +17.9% | +8.6% | +14.9% |
| 3Y | +72.5% | +98.3% | -25.8% | +15.4% |
| 5Y | +52.4% | +86.4% | -34.0% | +4.0% |
| All | +141.9% | +424.6% | -282.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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