+45.4%
SMR vs EWJ
+73.0%
-27.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -19.6% |
| 7D | -11.2% | +0.3% | -11.5% | -12.4% |
| 30D | -10.2% | +0.8% | -11.0% | -11.9% |
| 3M | -10.0% | +7.5% | -17.5% | -20.4% |
| 6M | -30.5% | +15.6% | -46.0% | -44.1% |
| YTD | -39.2% | +22.7% | -62.0% | -56.0% |
| 1Y | -75.5% | +26.4% | -101.9% | -82.9% |
| 3Y | +45.4% | +72.5% | -27.1% | -38.6% |
| All | +45.4% | +73.0% | -27.6% | -38.6% |
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 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