+1,415.5%
EBAY vs SBAC
+2,199.0%
-783.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -6.3% | +3.2% | -9.6% | -6.8% |
| 3M | -3.3% | -5.1% | +1.8% | -2.6% |
| 6M | +13.5% | -2.1% | +15.6% | +13.1% |
| YTD | +21.2% | -0.5% | +21.7% | +20.2% |
| 1Y | +13.9% | +1.1% | +12.7% | +12.6% |
| 3Y | +153.1% | -7.4% | +160.5% | +152.4% |
| 5Y | +54.5% | -44.3% | +98.8% | +66.5% |
| 10Y | +262.7% | +77.6% | +185.1% | +222.1% |
| All | +1,415.5% | +2,199.0% | -783.5% | +1,025.7% |
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