+129.5%
EWJ vs SUI
+2,663.5%
-2,534.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -5.0% | +6.2% | -11.2% | -6.7% |
| 30D | -10.2% | +8.6% | -18.8% | -12.5% |
| 3M | -7.2% | +1.0% | -8.2% | -7.8% |
| 6M | -3.2% | -2.6% | -0.6% | -3.1% |
| YTD | +9.9% | -0.1% | +10.0% | +9.1% |
| 1Y | +11.0% | +0.5% | +10.5% | +9.9% |
| 3Y | +57.3% | +15.3% | +42.1% | +46.9% |
| 5Y | +41.3% | -26.1% | +67.4% | +48.2% |
| 10Y | +117.5% | +117.8% | -0.4% | +56.8% |
| All | +129.5% | +2,663.5% | -2,534.0% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling