+153.7%
EBAY vs SAN
+342.3%
-188.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | -1.0% | +22.7% | -23.7% | -4.5% |
| 6M | +16.3% | +28.8% | -12.5% | +10.9% |
| YTD | +21.7% | +26.3% | -4.6% | +16.1% |
| 1Y | +16.5% | +48.8% | -32.3% | +7.9% |
| All | +153.7% | +342.3% | -188.6% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling