+11.5%
SWKS vs EWJ
+66.4%
-55.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +9.4% | +4.0% | +5.5% | +5.6% |
| 30D | +17.0% | -4.3% | +21.2% | +21.4% |
| 3M | +28.9% | -6.8% | +35.7% | +37.0% |
| 6M | +33.1% | -0.9% | +34.0% | +34.0% |
| YTD | +44.8% | +14.3% | +30.5% | +25.0% |
| 1Y | +36.2% | +15.3% | +20.9% | +16.4% |
| 3Y | +11.5% | +65.6% | -54.1% | -35.7% |
| All | +11.5% | +66.4% | -55.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling