+327.2%
SMH vs EWJ
+50.5%
+276.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | -1.3% |
| 7D | +0.3% | +0.3% | 0.0% | -0.1% |
| 30D | -2.8% | +0.8% | -3.6% | -3.8% |
| 3M | -6.7% | +7.5% | -14.2% | -14.3% |
| 6M | +41.8% | +15.6% | +26.2% | +19.9% |
| YTD | +57.9% | +22.7% | +35.1% | +23.1% |
| 1Y | +87.6% | +26.4% | +61.2% | +41.0% |
| 3Y | +282.9% | +72.5% | +210.4% | +89.1% |
| All | +327.2% | +50.5% | +276.7% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling