+52.5%
EWJ vs SUI
-32.0%
+84.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | -2.8% | +5.3% | +3.1% |
| 30D | +3.3% | -1.2% | +4.5% | +3.5% |
| 3M | +5.0% | -1.7% | +6.7% | +5.0% |
| 6M | +11.5% | -10.5% | +22.0% | +13.8% |
| YTD | +22.4% | -1.8% | +24.2% | +22.4% |
| 1Y | +30.2% | -4.1% | +34.3% | +30.7% |
| 3Y | +72.8% | +11.3% | +61.6% | +64.8% |
| All | +52.5% | -32.0% | +84.5% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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