+5.1%
SPGI vs EWJ
+51.7%
-46.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -2.5% | +2.9% | -5.4% | -3.8% |
| 30D | +5.4% | +1.1% | +4.3% | +4.8% |
| 3M | +9.0% | +7.1% | +1.9% | +4.7% |
| 6M | +0.8% | +16.2% | -15.4% | -8.2% |
| YTD | -12.6% | +22.0% | -34.6% | -23.6% |
| 1Y | -16.1% | +26.2% | -42.3% | -28.6% |
| 3Y | +19.0% | +73.5% | -54.5% | -22.6% |
| 5Y | +5.1% | +52.7% | -47.6% | -26.6% |
| All | +5.1% | +51.7% | -46.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling