+476.2%
STX vs EWJ
+47.4%
+428.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.5% |
| 7D | +14.6% | +4.0% | +10.6% | +10.0% |
| 30D | -26.0% | -4.3% | -21.7% | -21.3% |
| 3M | -42.6% | -6.8% | -35.8% | -37.2% |
| 6M | -35.3% | -0.9% | -34.4% | -32.8% |
| YTD | +92.5% | +14.3% | +78.2% | +74.2% |
| 1Y | +102.4% | +15.3% | +87.1% | +81.8% |
| 3Y | +673.8% | +65.6% | +608.2% | +370.8% |
| All | +476.2% | +47.4% | +428.8% | +300.0% |
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