+1,283.3%
STM vs EWJ
+156.6%
+1,126.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +5.8% | +2.5% | +3.3% | +3.2% |
| 30D | -1.0% | +3.3% | -4.3% | -4.0% |
| 3M | -33.3% | +5.0% | -38.2% | -35.1% |
| 6M | +57.4% | +11.5% | +45.8% | +45.1% |
| YTD | +102.2% | +22.4% | +79.8% | +70.6% |
| 1Y | +99.6% | +30.2% | +69.4% | +58.8% |
| 3Y | +14.5% | +72.8% | -58.3% | -30.1% |
| 5Y | +21.4% | +54.1% | -32.8% | -15.0% |
| 10Y | +695.0% | +140.6% | +554.3% | +297.6% |
| All | +1,283.3% | +156.6% | +1,126.6% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling