+350.4%
STX vs EWJ
+24.8%
+325.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.8% |
| 7D | +8.0% | -1.5% | +9.5% | +10.3% |
| 30D | +5.1% | +0.2% | +4.9% | +5.3% |
| 3M | +5.8% | +8.6% | -2.8% | -3.3% |
| 6M | +124.9% | +12.1% | +112.8% | +100.2% |
| YTD | +213.9% | +20.1% | +193.8% | +165.3% |
| 1Y | +350.4% | +25.2% | +325.2% | +269.3% |
| All | +350.4% | +24.8% | +325.6% | +269.3% |
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