-53.0%
SWKS vs EWJ
+53.7%
-106.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.1% |
| 7D | +12.5% | +2.5% | +10.0% | +9.6% |
| 30D | +10.5% | +3.3% | +7.2% | +6.7% |
| 3M | -7.4% | +5.0% | -12.4% | -11.9% |
| 6M | +32.7% | +11.5% | +21.1% | +17.6% |
| YTD | +19.2% | +22.4% | -3.2% | -5.6% |
| 1Y | +2.4% | +30.2% | -27.8% | -24.5% |
| 3Y | -25.6% | +72.8% | -98.4% | -61.6% |
| All | -53.0% | +53.7% | -106.8% | -73.2% |
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