+4,437.1%
SNDK vs EWJ
+51.0%
+4,386.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -8.4% |
| 7D | -6.1% | +0.3% | -6.4% | -7.0% |
| 30D | +21.5% | +0.8% | +20.7% | +19.5% |
| 3M | -13.2% | +7.5% | -20.7% | -22.0% |
| 6M | +149.2% | +15.6% | +133.6% | +99.6% |
| YTD | +588.1% | +22.7% | +565.3% | +383.8% |
| 1Y | +1,837.5% | +26.4% | +1,811.1% | +1,202.0% |
| All | +4,437.1% | +51.0% | +4,386.1% | +2,204.8% |
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