+141.9%
EWJ vs STZ
-11.3%
+153.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +0.3% | -4.5% | +4.8% | +1.2% |
| 30D | +0.8% | -8.6% | +9.4% | +2.6% |
| 3M | +7.5% | -13.8% | +21.3% | +10.7% |
| 6M | +15.6% | -17.2% | +32.7% | +19.7% |
| YTD | +22.7% | -9.4% | +32.1% | +23.8% |
| 1Y | +26.4% | -11.9% | +38.3% | +28.1% |
| 3Y | +72.5% | -49.6% | +122.1% | +98.7% |
| 5Y | +52.4% | -37.2% | +89.6% | +63.7% |
| All | +141.9% | -11.3% | +153.2% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling