-18.9%
SPGI vs EWJ
+24.8%
-43.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -8.9% | -1.5% | -7.4% | -9.0% |
| 30D | +0.6% | +0.2% | +0.5% | +0.7% |
| 3M | +2.0% | +8.6% | -6.6% | +2.5% |
| 6M | +0.1% | +12.1% | -12.1% | -0.2% |
| YTD | -16.4% | +20.1% | -36.5% | -18.2% |
| 1Y | -18.9% | +25.2% | -44.1% | -21.2% |
| All | -18.9% | +24.8% | -43.7% | -21.2% |
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 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 · 6 months rolling