+432.9%
SNXX vs EWJ
+15.6%
+417.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.4% | +23.0% | +21.5% |
| 7D | +34.9% | +2.5% | +32.4% | +19.2% |
| 30D | +52.5% | +3.3% | +49.3% | +31.2% |
| 3M | -41.3% | +5.0% | -46.3% | -40.3% |
| 6M | +293.8% | +11.5% | +282.2% | +245.2% |
| All | +432.9% | +15.6% | +417.3% | +406.3% |
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 · 6 months rolling