+2,397.0%
SO vs EWJ
+156.6%
+2,240.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.2% | +2.5% | -2.7% | -0.8% |
| 30D | -4.6% | +3.3% | -7.9% | -5.3% |
| 3M | -3.0% | +5.0% | -8.0% | -4.5% |
| 6M | -8.3% | +11.5% | -19.8% | -11.1% |
| YTD | +3.5% | +22.4% | -18.9% | -2.0% |
| 1Y | -0.9% | +30.2% | -31.1% | -7.8% |
| 3Y | +45.4% | +72.8% | -27.5% | +24.7% |
| 5Y | +59.6% | +54.1% | +5.5% | +40.2% |
| 10Y | +156.6% | +140.6% | +16.0% | +101.6% |
| All | +2,397.0% | +156.6% | +2,240.4% | +1,689.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling