+23.1%
SBUX vs EWJ
+31.1%
-8.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.7% |
| 30D | -0.9% | +3.3% | -4.2% | -1.6% |
| 3M | +11.6% | +5.0% | +6.6% | +9.9% |
| 6M | +8.8% | +11.5% | -2.8% | +3.8% |
| YTD | +26.3% | +22.4% | +3.9% | +16.7% |
| 1Y | +23.1% | +30.2% | -7.1% | +13.8% |
| All | +23.1% | +31.1% | -8.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling