+338.3%
SU vs EWJ
+50.5%
+287.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +8.4% | +0.8% | +7.7% | +7.9% |
| 3M | +12.1% | +7.5% | +4.6% | +7.2% |
| 6M | +19.7% | +15.6% | +4.1% | +8.9% |
| YTD | +58.4% | +22.7% | +35.7% | +37.9% |
| 1Y | +67.2% | +26.4% | +40.8% | +42.3% |
| 3Y | +125.0% | +72.5% | +52.5% | +46.8% |
| All | +338.3% | +50.5% | +287.7% | +219.6% |
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