+78.7%
SO vs EWJ
+49.8%
+28.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +0.8% | -1.9% | +2.6% | +1.0% |
| 30D | +7.8% | -5.3% | +13.2% | +8.5% |
| 3M | +2.9% | -4.3% | +7.3% | +3.4% |
| 6M | +2.5% | +0.4% | +2.1% | +2.1% |
| YTD | +10.3% | +14.7% | -4.5% | +7.1% |
| 1Y | +6.4% | +14.7% | -8.4% | +3.3% |
| 3Y | +52.8% | +66.2% | -13.4% | +33.2% |
| 5Y | +78.7% | +50.2% | +28.5% | +53.1% |
| All | +78.7% | +49.8% | +28.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling