+228.1%
EBAY vs SAN
+247.1%
-19.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -0.9% | +4.0% | -4.9% | -1.5% |
| 30D | +3.5% | -7.8% | +11.3% | +4.7% |
| 3M | +16.0% | -16.4% | +32.3% | +19.1% |
| 6M | +7.6% | +3.5% | +4.1% | +6.4% |
| YTD | +40.1% | +6.7% | +33.4% | +37.0% |
| 1Y | +45.0% | +14.5% | +30.6% | +39.9% |
| 3Y | +228.1% | +243.5% | -15.4% | +157.4% |
| All | +228.1% | +247.1% | -19.0% | +157.4% |
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 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