+12.6%
EBAY vs SAN
+58.9%
-46.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | -6.7% | +2.0% | -8.7% | -7.0% |
| 3M | -5.0% | +19.7% | -24.7% | -8.3% |
| 6M | +14.6% | +30.6% | -16.0% | +8.3% |
| YTD | +19.8% | +28.8% | -9.0% | +11.5% |
| 1Y | +12.6% | +57.8% | -45.2% | -3.4% |
| All | +12.6% | +58.9% | -46.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling