-95.7%
SNDQ vs EWJ
+12.9%
-108.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.4% | -24.2% | -21.1% |
| 7D | -30.8% | +2.5% | -33.3% | -17.5% |
| 30D | -51.7% | +3.3% | -55.0% | -38.3% |
| 3M | -78.0% | +5.0% | -83.0% | -42.2% |
| All | -95.7% | +12.9% | -108.7% | -85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling