+58.1%
EBAY vs SAN
+379.7%
-321.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | -0.6% | -0.5% | -0.1% | -0.5% |
| 3M | -1.0% | +22.7% | -23.7% | -6.3% |
| 6M | +16.3% | +28.8% | -12.5% | +8.2% |
| YTD | +21.7% | +26.3% | -4.6% | +13.2% |
| 1Y | +16.5% | +48.8% | -32.3% | +3.5% |
| 3Y | +154.2% | +347.2% | -193.0% | +58.9% |
| 5Y | +58.1% | +383.8% | -325.7% | -10.5% |
| All | +58.1% | +379.7% | -321.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling