+1,077.4%
STX vs EWJ
+50.3%
+1,027.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.0% |
| 7D | +9.6% | +1.0% | +8.6% | +8.3% |
| 30D | +10.6% | +1.0% | +9.6% | +9.8% |
| 3M | +4.8% | +7.2% | -2.4% | -1.3% |
| 6M | +137.3% | +13.9% | +123.4% | +111.3% |
| YTD | +222.5% | +20.8% | +201.7% | +171.8% |
| 1Y | +366.2% | +26.4% | +339.8% | +275.4% |
| 3Y | +1,352.9% | +71.8% | +1,281.1% | +737.9% |
| 5Y | +1,077.4% | +49.9% | +1,027.6% | +667.0% |
| All | +1,077.4% | +50.3% | +1,027.2% | +667.0% |
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