+138.6%
EWJ vs STZ
+3,585.9%
-3,447.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.0% | +2.6% | +1.4% | +3.5% |
| 30D | -4.3% | +15.2% | -19.5% | -6.9% |
| 3M | -6.8% | +7.6% | -14.5% | -8.4% |
| 6M | -0.9% | +5.3% | -6.2% | -2.4% |
| YTD | +14.3% | +8.6% | +5.6% | +11.3% |
| 1Y | +15.3% | +15.6% | -0.3% | +10.9% |
| 3Y | +65.6% | -35.2% | +100.8% | +75.9% |
| 5Y | +47.5% | -29.1% | +76.5% | +53.0% |
| 10Y | +126.2% | +12.9% | +113.2% | +110.0% |
| All | +138.6% | +3,585.9% | -3,447.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling