+219.5%
SLV vs EWJ
+118.4%
+101.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -5.8% | +4.0% | -9.8% | -7.4% |
| 30D | -12.1% | -4.3% | -7.9% | -10.5% |
| 3M | -24.1% | -6.8% | -17.3% | -21.7% |
| 6M | -44.4% | -0.9% | -43.5% | -43.9% |
| YTD | -31.5% | +14.3% | -45.8% | -34.2% |
| 1Y | -6.9% | +15.3% | -22.2% | -10.9% |
| 3Y | +116.0% | +65.6% | +50.4% | +79.9% |
| 5Y | +88.4% | +47.5% | +41.0% | +62.4% |
| 10Y | +167.9% | +126.2% | +41.8% | +95.3% |
| All | +219.5% | +118.4% | +101.1% | +100.6% |
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