+100.8%
STM vs EWJ
+26.8%
+74.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | +0.8% |
| 7D | +1.7% | +1.0% | +0.7% | -0.1% |
| 30D | -5.2% | +1.0% | -6.1% | -6.7% |
| 3M | -29.6% | +7.2% | -36.8% | -35.6% |
| 6M | +54.4% | +13.9% | +40.5% | +32.3% |
| YTD | +99.5% | +20.8% | +78.7% | +59.7% |
| 1Y | +100.8% | +26.4% | +74.4% | +51.4% |
| All | +100.8% | +26.8% | +74.0% | +51.4% |
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