+43.4%
SMH vs EWJ
+18.0%
+25.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -4.5% |
| 7D | -11.2% | -1.2% | -10.0% | -9.7% |
| 30D | -20.4% | -5.5% | -15.0% | -14.2% |
| 3M | -12.4% | -0.8% | -11.6% | -11.3% |
| 6M | -0.5% | +7.1% | -7.6% | -5.6% |
| YTD | +40.0% | +16.9% | +23.1% | +19.2% |
| 1Y | +43.4% | +18.2% | +25.2% | +20.6% |
| All | +43.4% | +18.0% | +25.4% | +20.6% |
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 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