+14,014.6%
EBAY vs SAN
+630.9%
+13,383.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -2.1% | +1.8% | -3.9% | -2.7% |
| 30D | -6.7% | +2.0% | -8.7% | -7.4% |
| 3M | -5.0% | +19.7% | -24.7% | -11.1% |
| 6M | +14.6% | +30.6% | -16.0% | +3.4% |
| YTD | +19.8% | +28.8% | -9.0% | +7.9% |
| 1Y | +12.6% | +57.8% | -45.2% | -5.7% |
| 3Y | +141.0% | +338.1% | -197.2% | +36.3% |
| 5Y | +47.5% | +384.2% | -336.7% | -22.3% |
| 10Y | +263.3% | +353.1% | -89.9% | +73.8% |
| All | +14,014.6% | +630.9% | +13,383.7% | +3,583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling