+49.9%
EWJ vs STZ
-38.0%
+87.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.0% | -6.0% | +7.0% | +1.9% |
| 30D | +1.0% | -8.9% | +9.9% | +2.3% |
| 3M | +7.2% | -12.6% | +19.8% | +9.1% |
| 6M | +13.9% | -17.2% | +31.1% | +16.7% |
| YTD | +20.8% | -10.0% | +30.8% | +21.3% |
| 1Y | +26.4% | -14.3% | +40.7% | +28.0% |
| 3Y | +71.8% | -49.9% | +121.7% | +93.3% |
| 5Y | +49.9% | -38.2% | +88.1% | +54.4% |
| All | +49.9% | -38.0% | +87.8% | +54.4% |
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