+1,114.7%
EBAY vs SCHG
+1,132.2%
-17.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.9% |
| 7D | +4.2% | -1.0% | +5.2% | +5.1% |
| 30D | +5.6% | -1.3% | +6.9% | +6.6% |
| 3M | -1.4% | +5.4% | -6.8% | -5.8% |
| 6M | +18.2% | +14.4% | +3.8% | +5.4% |
| YTD | +24.8% | +8.0% | +16.8% | +16.7% |
| 1Y | +18.0% | +12.7% | +5.3% | +6.5% |
| 3Y | +160.3% | +85.6% | +74.7% | +48.2% |
| 5Y | +62.1% | +85.5% | -23.4% | -9.1% |
| 10Y | +283.1% | +456.0% | -172.9% | -31.6% |
| All | +1,114.7% | +1,132.2% | -17.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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