+167.6%
SYK vs EWJ
+139.2%
+28.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -12.3% | -1.5% | -10.8% | -11.4% |
| 30D | -22.4% | +0.2% | -22.6% | -22.6% |
| 3M | -12.3% | +8.6% | -20.9% | -18.4% |
| 6M | -24.3% | +12.1% | -36.5% | -31.8% |
| YTD | -22.8% | +20.1% | -42.9% | -34.6% |
| 1Y | -28.8% | +25.2% | -54.0% | -42.0% |
| 3Y | -4.0% | +70.8% | -74.7% | -42.5% |
| 5Y | +3.8% | +49.2% | -45.3% | -29.3% |
| All | +167.6% | +139.2% | +28.4% | +17.9% |
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