+196.4%
SO vs EWJ
+126.4%
+70.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.4% | +4.0% | -2.6% | 0.0% |
| 30D | +4.7% | -4.3% | +9.0% | +6.1% |
| 3M | +1.7% | -6.8% | +8.5% | +4.0% |
| 6M | +2.2% | -0.9% | +3.0% | +1.7% |
| YTD | +10.0% | +14.3% | -4.3% | +3.0% |
| 1Y | +6.0% | +15.3% | -9.3% | -1.2% |
| 3Y | +54.1% | +65.6% | -11.5% | +18.2% |
| 5Y | +79.6% | +47.5% | +32.2% | +45.8% |
| All | +196.4% | +126.4% | +70.1% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling