+234.2%
SLV vs EWJ
+140.6%
+93.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.8% |
| 7D | +2.8% | +1.0% | +1.8% | +2.2% |
| 30D | +2.2% | +1.0% | +1.2% | +1.7% |
| 3M | +2.9% | +7.2% | -4.3% | -0.6% |
| 6M | -22.4% | +13.9% | -36.3% | -26.9% |
| YTD | -5.7% | +20.8% | -26.5% | -12.8% |
| 1Y | +63.3% | +26.4% | +36.9% | +48.0% |
| 3Y | +189.0% | +71.8% | +117.2% | +128.9% |
| 5Y | +172.7% | +49.9% | +122.8% | +122.9% |
| All | +234.2% | +140.6% | +93.6% | +122.5% |
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