+463.1%
STM vs EWJ
+127.4%
+335.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +0.6% |
| 7D | +1.4% | -1.9% | +3.3% | +5.0% |
| 30D | -8.4% | -5.3% | -3.0% | +0.3% |
| 3M | -15.8% | -4.3% | -11.5% | -9.1% |
| 6M | -22.8% | +0.4% | -23.2% | -20.1% |
| YTD | +79.4% | +14.7% | +64.6% | +53.4% |
| 1Y | +97.0% | +14.7% | +82.2% | +68.3% |
| 3Y | +14.2% | +66.2% | -52.0% | -44.4% |
| 5Y | -4.5% | +50.2% | -54.6% | -44.8% |
| 10Y | +463.1% | +127.1% | +336.0% | +99.8% |
| All | +463.1% | +127.4% | +335.7% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling