+343.3%
SPGI vs EWJ
+126.4%
+217.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +1.2% | +4.0% | -2.7% | -1.6% |
| 30D | +15.9% | -4.3% | +20.2% | +19.2% |
| 3M | +12.3% | -6.8% | +19.1% | +17.4% |
| 6M | +23.7% | -0.9% | +24.6% | +22.5% |
| YTD | -3.5% | +14.3% | -17.8% | -16.0% |
| 1Y | +0.4% | +15.3% | -14.9% | -13.3% |
| 3Y | +29.9% | +65.6% | -35.7% | -21.4% |
| 5Y | +15.2% | +47.5% | -32.3% | -22.5% |
| All | +343.3% | +126.4% | +217.0% | +93.8% |
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