+1,888.9%
SYY vs EWJ
+155.8%
+1,733.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -2.8% | +2.9% | -5.6% | -3.8% |
| 30D | -5.3% | +1.1% | -6.4% | -5.7% |
| 3M | +5.1% | +7.1% | -2.0% | +2.0% |
| 6M | -5.0% | +16.2% | -21.2% | -10.9% |
| YTD | +10.7% | +22.0% | -11.3% | +1.9% |
| 1Y | +0.7% | +26.2% | -25.5% | -8.7% |
| 3Y | +24.0% | +73.5% | -49.4% | -1.7% |
| 5Y | +19.3% | +52.7% | -33.4% | -1.0% |
| 10Y | +96.4% | +138.5% | -42.1% | +41.6% |
| All | +1,888.9% | +155.8% | +1,733.1% | +1,066.5% |
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