+47.6%
EWJ vs STZ
-29.4%
+76.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.0% | +2.6% | +1.4% | +3.6% |
| 30D | -4.3% | +15.2% | -19.5% | -6.1% |
| 3M | -6.8% | +7.6% | -14.5% | -7.8% |
| 6M | -0.9% | +5.3% | -6.2% | -1.8% |
| YTD | +14.3% | +8.6% | +5.6% | +11.7% |
| 1Y | +15.3% | +15.6% | -0.3% | +11.2% |
| 3Y | +65.6% | -35.2% | +100.8% | +77.9% |
| All | +47.6% | -29.4% | +76.9% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling