+77.2%
SPYM vs EWJ
+73.0%
+4.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.3% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.5% |
| 3M | +3.9% | +7.5% | -3.6% | -0.3% |
| 6M | +13.6% | +15.6% | -2.0% | +4.6% |
| YTD | +12.7% | +22.7% | -10.0% | -0.2% |
| 1Y | +17.6% | +26.4% | -8.8% | +2.2% |
| 3Y | +77.2% | +72.5% | +4.7% | +25.8% |
| All | +77.2% | +73.0% | +4.2% | +25.8% |
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