+16,011.1%
STX vs EWJ
+413.1%
+15,598.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +6.0% |
| 7D | +2.4% | +2.5% | -0.2% | +0.2% |
| 30D | +1.4% | +3.3% | -1.9% | -1.1% |
| 3M | -8.2% | +5.0% | -13.2% | -10.6% |
| 6M | +127.0% | +11.5% | +115.5% | +111.1% |
| YTD | +209.1% | +22.4% | +186.8% | +167.2% |
| 1Y | +365.4% | +30.2% | +335.2% | +282.2% |
| 3Y | +1,135.4% | +72.8% | +1,062.6% | +704.8% |
| 5Y | +991.5% | +54.1% | +937.4% | +684.3% |
| 10Y | +3,695.8% | +140.6% | +3,555.2% | +1,858.7% |
| All | +16,011.1% | +413.1% | +15,598.0% | +4,811.4% |
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