+86.2%
SU vs EWJ
+18.0%
+68.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.2% |
| 7D | -7.1% | -1.2% | -5.9% | -7.3% |
| 30D | +4.8% | -5.5% | +10.2% | +3.6% |
| 3M | +12.5% | -0.8% | +13.3% | +12.3% |
| 6M | +6.5% | +7.1% | -0.6% | +7.5% |
| YTD | +65.8% | +16.9% | +48.9% | +67.3% |
| 1Y | +86.2% | +18.2% | +68.0% | +88.1% |
| All | +86.2% | +18.0% | +68.2% | +88.1% |
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