+98.3%
STM vs EWJ
+14.0%
+84.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | 0.0% |
| 7D | +12.0% | +4.0% | +8.0% | +4.6% |
| 30D | -0.4% | -4.3% | +3.9% | +8.4% |
| 3M | -13.2% | -6.8% | -6.4% | -0.6% |
| 6M | -26.1% | -0.9% | -25.2% | -21.8% |
| YTD | +81.2% | +14.3% | +66.9% | +64.4% |
| 1Y | +98.3% | +15.3% | +83.0% | +78.4% |
| All | +98.3% | +14.0% | +84.3% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling