+655.9%
STM vs EWJ
+144.4%
+511.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | -1.7% |
| 7D | -1.4% | +0.3% | -1.7% | -1.8% |
| 30D | -4.9% | +0.8% | -5.7% | -5.9% |
| 3M | -34.0% | +7.5% | -41.5% | -39.5% |
| 6M | +51.8% | +15.6% | +36.2% | +26.8% |
| YTD | +99.4% | +22.7% | +76.6% | +52.7% |
| 1Y | +99.1% | +26.4% | +72.6% | +46.2% |
| 3Y | +19.5% | +72.5% | -53.1% | -45.4% |
| 5Y | +19.5% | +52.4% | -33.0% | -32.7% |
| All | +655.9% | +144.4% | +511.4% | +139.3% |
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 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