+9,336.6%
SBUX vs EWJ
+153.3%
+9,183.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.4% |
| 7D | -6.3% | +1.0% | -7.3% | -6.8% |
| 30D | -3.9% | +1.0% | -4.8% | -4.4% |
| 3M | +3.3% | +7.2% | -3.9% | -1.3% |
| 6M | +1.4% | +13.9% | -12.4% | -6.7% |
| YTD | +21.0% | +20.8% | +0.2% | +7.3% |
| 1Y | +22.4% | +26.4% | -4.0% | +5.5% |
| 3Y | +13.2% | +71.8% | -58.5% | -18.8% |
| 5Y | -5.2% | +49.9% | -55.1% | -26.4% |
| 10Y | +128.3% | +140.0% | -11.6% | +37.8% |
| All | +9,336.6% | +153.3% | +9,183.3% | +4,502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling