+22.5%
STM vs EWJ
+51.7%
-29.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | +5.2% | +2.9% | +2.3% | +1.0% |
| 30D | -7.4% | +1.1% | -8.5% | -8.7% |
| 3M | -30.6% | +7.1% | -37.8% | -35.7% |
| 6M | +66.4% | +16.2% | +50.2% | +39.9% |
| YTD | +101.1% | +22.0% | +79.2% | +58.5% |
| 1Y | +97.4% | +26.2% | +71.2% | +48.8% |
| 3Y | +21.1% | +73.5% | -52.3% | -42.1% |
| 5Y | +22.5% | +52.7% | -30.2% | -31.0% |
| All | +22.5% | +51.7% | -29.2% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling