+123.9%
SBUX vs EWJ
+144.4%
-20.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -2.2% |
| 7D | -5.5% | +0.3% | -5.8% | -5.7% |
| 30D | -8.5% | +0.8% | -9.3% | -9.1% |
| 3M | -2.9% | +7.5% | -10.4% | -8.9% |
| 6M | -1.5% | +15.6% | -17.1% | -13.5% |
| YTD | +19.4% | +22.7% | -3.3% | -0.8% |
| 1Y | +22.9% | +26.4% | -3.5% | -0.8% |
| 3Y | +11.3% | +72.5% | -61.2% | -33.0% |
| 5Y | -6.9% | +52.4% | -59.3% | -37.7% |
| All | +123.9% | +144.4% | -20.5% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling