+30.1%
SPGI vs EWJ
+64.1%
-34.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.6% | -2.4% | +4.0% | +2.2% |
| 30D | +16.1% | -7.6% | +23.7% | +18.5% |
| 3M | +15.5% | -5.9% | +21.3% | +17.1% |
| 6M | +19.6% | -1.5% | +21.1% | +19.5% |
| YTD | -3.6% | +12.6% | -16.2% | -9.5% |
| 1Y | +2.2% | +12.7% | -10.4% | -4.1% |
| 3Y | +30.1% | +63.1% | -33.0% | -1.8% |
| All | +30.1% | +64.1% | -34.0% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling