+13.5%
STM vs EWJ
+65.0%
-51.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.1% | +1.5% |
| 7D | -5.6% | -1.5% | -4.1% | -3.1% |
| 30D | -14.4% | -6.5% | -7.9% | -5.0% |
| 3M | -20.5% | -5.6% | -14.9% | -12.7% |
| 6M | -24.5% | -0.3% | -24.2% | -21.0% |
| YTD | +72.7% | +13.9% | +58.8% | +54.3% |
| 1Y | +91.0% | +14.6% | +76.5% | +69.4% |
| 3Y | +13.5% | +66.6% | -53.1% | -34.5% |
| All | +13.5% | +65.0% | -51.4% | -34.5% |
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