+51.0%
SWKS vs EWJ
+125.7%
-74.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.5% |
| 7D | +10.9% | +3.6% | +7.2% | +6.2% |
| 30D | +17.6% | -6.0% | +23.6% | +25.8% |
| 3M | +29.2% | -6.5% | +35.7% | +38.7% |
| 6M | +37.0% | -0.1% | +37.1% | +36.4% |
| YTD | +44.9% | +13.9% | +31.0% | +20.5% |
| 1Y | +33.8% | +13.1% | +20.7% | +12.1% |
| 3Y | +10.2% | +65.0% | -54.8% | -44.1% |
| 5Y | -37.0% | +47.0% | -84.0% | -62.5% |
| All | +51.0% | +125.7% | -74.7% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling