+3,780.3%
SWKS vs EWJ
+156.6%
+3,623.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | +12.5% | +2.5% | +10.0% | +10.0% |
| 30D | +10.5% | +3.3% | +7.2% | +7.3% |
| 3M | -7.4% | +5.0% | -12.4% | -11.2% |
| 6M | +32.7% | +11.5% | +21.1% | +19.5% |
| YTD | +19.2% | +22.4% | -3.2% | -1.9% |
| 1Y | +2.4% | +30.2% | -27.8% | -20.3% |
| 3Y | -25.6% | +72.8% | -98.4% | -55.3% |
| 5Y | -53.4% | +54.1% | -107.6% | -68.4% |
| 10Y | +23.2% | +140.6% | -117.4% | -41.1% |
| All | +3,780.3% | +156.6% | +3,623.7% | +1,591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling