+65.6%
EWJ vs STZ
-34.9%
+100.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +4.0% | +2.6% | +1.4% | +3.8% |
| 30D | -4.3% | +15.2% | -19.5% | -5.4% |
| 3M | -6.8% | +7.6% | -14.5% | -7.4% |
| 6M | -0.9% | +5.3% | -6.2% | -1.4% |
| YTD | +14.3% | +8.6% | +5.6% | +12.5% |
| 1Y | +15.3% | +15.6% | -0.3% | +12.2% |
| 3Y | +65.6% | -35.2% | +100.8% | +73.7% |
| All | +65.6% | -34.9% | +100.5% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling