+18.2%
EWJ vs STZ
+14.7%
+3.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -4.0% | +1.6% |
| 7D | -1.2% | +13.0% | -14.2% | -0.6% |
| 30D | -5.5% | +29.4% | -34.9% | -4.5% |
| 3M | -0.8% | +11.6% | -12.4% | -0.1% |
| 6M | +7.1% | -0.2% | +7.3% | +7.9% |
| YTD | +16.9% | +8.6% | +8.3% | +17.1% |
| 1Y | +18.2% | +15.9% | +2.3% | +17.3% |
| All | +18.2% | +14.7% | +3.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling