+1,652.2%
EBAY vs SBAC
+2,222.3%
-570.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +3.5% | +5.5% | -2.0% | +2.5% |
| 3M | +16.0% | +3.1% | +12.9% | +15.2% |
| 6M | +7.6% | -7.0% | +14.6% | +8.5% |
| YTD | +40.1% | +0.5% | +39.6% | +38.5% |
| 1Y | +45.0% | +0.2% | +44.8% | +43.5% |
| 3Y | +228.1% | -7.4% | +235.5% | +227.0% |
| 5Y | +78.6% | -39.7% | +118.3% | +90.0% |
| 10Y | +378.8% | +112.5% | +266.2% | +313.2% |
| All | +1,652.2% | +2,222.3% | -570.1% | +1,197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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