+19.0%
SPGI vs EWJ
+73.3%
-54.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.5% | +2.9% | -5.4% | -3.3% |
| 30D | +5.4% | +1.1% | +4.3% | +5.0% |
| 3M | +9.0% | +7.1% | +1.9% | +6.5% |
| 6M | +0.8% | +16.2% | -15.4% | -4.9% |
| YTD | -12.6% | +22.0% | -34.6% | -20.0% |
| 1Y | -16.1% | +26.2% | -42.3% | -24.7% |
| 3Y | +19.0% | +73.5% | -54.5% | -14.3% |
| All | +19.0% | +73.3% | -54.3% | -14.3% |
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