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  • STRL vs EWJ✓SelectedUSD · EWJSTRL vs EWJ performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs EWJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+43,143.6%
EWJ return
+156.6%
Excess return
+42,986.9%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEWJExcessAlpha
1D+5.8%+0.4%+5.4%+5.5%
7D+3.4%+2.5%+0.9%+1.9%
30D-9.2%+3.3%-12.5%-10.8%
3M-51.0%+5.0%-56.0%-51.9%
6M+15.8%+11.5%+4.2%+11.2%
YTD+58.9%+22.4%+36.5%+45.3%
1Y+68.5%+30.2%+38.3%+49.6%
3Y+485.2%+72.8%+412.4%+353.4%
5Y+2,005.1%+54.1%+1,951.0%+1,630.8%
10Y+7,118.0%+140.6%+6,977.3%+4,811.7%
All+43,143.6%+156.6%+42,986.9%+23,978.2%

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