+365.4%
STX vs EWJ
+31.1%
+334.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +5.8% |
| 7D | +2.4% | +2.5% | -0.2% | -1.2% |
| 30D | +1.4% | +3.3% | -1.9% | -2.8% |
| 3M | -8.2% | +5.0% | -13.2% | -13.0% |
| 6M | +127.0% | +11.5% | +115.5% | +101.8% |
| YTD | +209.1% | +22.4% | +186.8% | +156.3% |
| 1Y | +365.4% | +30.2% | +335.2% | +278.9% |
| All | +365.4% | +31.1% | +334.3% | +278.9% |
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