+1.5%
SMR vs EWJ
+70.6%
-69.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.7% |
| 7D | +4.7% | -1.5% | +6.2% | +7.0% |
| 30D | +3.2% | +0.2% | +3.1% | +3.2% |
| 3M | +9.9% | +8.6% | +1.3% | -0.6% |
| 6M | -15.1% | +12.1% | -27.3% | -24.6% |
| YTD | -27.9% | +20.1% | -48.0% | -41.1% |
| 1Y | -70.2% | +25.2% | -95.4% | -76.6% |
| 3Y | +72.5% | +70.8% | +1.7% | +1.9% |
| All | +1.5% | +70.6% | -69.1% | -44.6% |
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 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