+11.1%
SMR vs EWJ
+73.3%
-62.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.6% | +15.7% |
| 7D | +21.4% | +2.9% | +18.5% | +16.4% |
| 30D | +13.8% | +1.1% | +12.8% | +12.3% |
| 3M | +3.9% | +7.1% | -3.2% | -4.2% |
| 6M | -4.2% | +16.2% | -20.4% | -18.9% |
| YTD | -21.1% | +22.0% | -43.1% | -37.0% |
| 1Y | -67.1% | +26.2% | -93.3% | -74.6% |
| 3Y | +88.9% | +73.5% | +15.4% | +9.0% |
| All | +11.1% | +73.3% | -62.1% | -40.7% |
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