+155.6%
EWJ vs STZ
+3,119.0%
-2,963.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.5% | -1.9% | +4.4% | +2.9% |
| 30D | +3.3% | -1.9% | +5.2% | +3.6% |
| 3M | +5.0% | -6.2% | +11.2% | +5.9% |
| 6M | +11.5% | -14.0% | +25.6% | +14.1% |
| YTD | +22.4% | -5.1% | +27.5% | +22.5% |
| 1Y | +30.2% | -9.6% | +39.8% | +31.3% |
| 3Y | +72.8% | -47.2% | +120.1% | +91.1% |
| 5Y | +54.1% | -33.6% | +87.7% | +62.1% |
| 10Y | +140.6% | -9.8% | +150.4% | +133.1% |
| All | +155.6% | +3,119.0% | -2,963.5% | +42.8% |
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