-14.4%
SMR vs EWJ
+74.3%
-88.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -18.8% |
| 7D | -11.2% | +0.3% | -11.5% | -12.2% |
| 30D | -10.2% | +0.8% | -11.0% | -11.6% |
| 3M | -10.0% | +7.5% | -17.5% | -18.1% |
| 6M | -30.5% | +15.6% | -46.0% | -41.1% |
| YTD | -39.2% | +22.7% | -62.0% | -52.2% |
| 1Y | -75.5% | +26.4% | -101.9% | -81.2% |
| 3Y | +45.4% | +72.5% | -27.1% | -16.7% |
| All | -14.4% | +74.3% | -88.8% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling