+23.6%
SYY vs EWJ
+50.5%
-27.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | +3.9% | +0.3% | +3.7% | +3.8% |
| 30D | -1.7% | +0.8% | -2.5% | -2.1% |
| 3M | +5.2% | +7.5% | -2.3% | +1.8% |
| 6M | -0.2% | +15.6% | -15.8% | -6.6% |
| YTD | +15.4% | +22.7% | -7.4% | +5.2% |
| 1Y | +5.6% | +26.4% | -20.8% | -5.2% |
| 3Y | +28.9% | +72.5% | -43.7% | -3.3% |
| All | +23.6% | +50.5% | -27.0% | -1.6% |
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 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