+1,270.6%
SMH vs EWJ
+148.9%
+1,121.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.0% |
| 7D | +4.3% | +1.0% | +3.3% | +3.3% |
| 30D | +0.9% | +1.0% | -0.1% | 0.0% |
| 3M | -2.8% | +7.2% | -10.1% | -8.1% |
| 6M | +45.6% | +13.9% | +31.7% | +30.9% |
| YTD | +59.5% | +20.8% | +38.7% | +35.6% |
| 1Y | +93.4% | +26.4% | +67.1% | +58.0% |
| 3Y | +287.1% | +71.8% | +215.3% | +141.5% |
| 5Y | +338.0% | +49.9% | +288.2% | +214.9% |
| 10Y | +1,876.8% | +140.0% | +1,736.8% | +882.2% |
| All | +1,270.6% | +148.9% | +1,121.7% | +468.6% |
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