+125.9%
EWJ vs STT
+198.3%
-72.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +4.0% | +4.8% | -0.8% | +2.6% |
| 30D | -4.3% | +3.9% | -8.2% | -5.3% |
| 3M | -6.8% | -8.2% | +1.3% | -4.6% |
| 6M | -0.9% | +15.6% | -16.5% | -5.0% |
| YTD | +14.3% | +37.6% | -23.4% | +4.0% |
| 1Y | +15.3% | +50.1% | -34.8% | +2.4% |
| 3Y | +65.6% | +183.1% | -117.4% | +22.4% |
| 5Y | +47.5% | +104.8% | -57.4% | +15.6% |
| All | +125.9% | +198.3% | -72.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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