-63.2%
SPCH vs EWJ
-0.4%
-62.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.4% | -8.9% | -10.7% |
| 7D | -13.4% | -1.2% | -12.2% | -10.7% |
| 30D | -39.6% | -5.5% | -34.2% | -31.0% |
| 3M | -1.4% | -0.8% | -0.6% | +5.9% |
| All | -63.2% | -0.4% | -62.8% | -61.6% |
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 · Available span rolling