+194.8%
SNXX vs EWJ
+16.2%
+178.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.2% | -9.3% | -19.2% |
| 7D | -12.0% | +0.3% | -12.3% | -15.0% |
| 30D | +37.9% | +0.8% | +37.2% | +32.1% |
| 3M | -52.7% | +7.5% | -60.2% | -59.3% |
| 6M | +194.8% | +15.6% | +179.2% | +121.5% |
| All | +194.8% | +16.2% | +178.6% | +121.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling