+155.6%
EWJ vs STT
+2,751.6%
-2,596.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +3.3% | +3.9% | -0.6% | +2.3% |
| 3M | +5.0% | +20.0% | -15.0% | +0.3% |
| 6M | +11.5% | +55.3% | -43.8% | -0.1% |
| YTD | +22.4% | +53.3% | -31.0% | +9.9% |
| 1Y | +30.2% | +74.7% | -44.5% | +13.1% |
| 3Y | +72.8% | +205.8% | -133.0% | +30.0% |
| 5Y | +54.1% | +145.0% | -90.9% | +19.4% |
| 10Y | +140.6% | +266.0% | -125.4% | +60.8% |
| All | +155.6% | +2,751.6% | -2,596.0% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling