+296.4%
SPGI vs EWJ
+138.2%
+158.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.7% |
| 30D | +2.0% | +1.0% | +1.0% | +1.2% |
| 3M | +4.3% | +7.2% | -2.9% | -1.7% |
| 6M | -0.2% | +13.9% | -14.1% | -11.0% |
| YTD | -14.8% | +20.8% | -35.6% | -28.3% |
| 1Y | -18.5% | +26.4% | -44.9% | -34.3% |
| 3Y | +16.0% | +71.8% | -55.8% | -30.9% |
| 5Y | +2.2% | +49.9% | -47.7% | -31.0% |
| 10Y | +296.4% | +140.0% | +156.5% | +66.4% |
| All | +296.4% | +138.2% | +158.2% | +66.4% |
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