+277.4%
SMH vs EWJ
+69.3%
+208.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -1.8% |
| 7D | +1.4% | -1.5% | +2.9% | +3.2% |
| 30D | -2.2% | +0.2% | -2.4% | -2.4% |
| 3M | -1.9% | +8.6% | -10.5% | -10.0% |
| 6M | +41.0% | +12.1% | +28.9% | +25.6% |
| YTD | +55.6% | +20.1% | +35.5% | +27.7% |
| 1Y | +86.8% | +25.2% | +61.6% | +46.5% |
| All | +277.4% | +69.3% | +208.1% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling