+276.1%
EBAY vs SAN
+357.1%
-81.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.1% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | +5.6% | +0.9% | +4.7% | +5.4% |
| 3M | -1.4% | +19.1% | -20.5% | -5.2% |
| 6M | +18.2% | +33.2% | -15.0% | +10.7% |
| YTD | +24.8% | +29.1% | -4.3% | +17.2% |
| 1Y | +18.0% | +50.2% | -32.2% | +7.1% |
| 3Y | +160.3% | +351.0% | -190.8% | +82.7% |
| 5Y | +62.1% | +394.7% | -332.5% | +9.0% |
| All | +276.1% | +357.1% | -81.0% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling