+276.1%
EBAY vs SFM
+271.4%
+4.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +4.2% | -10.6% | +14.8% | +6.0% |
| 30D | +5.6% | -15.5% | +21.1% | +8.2% |
| 3M | -1.4% | -17.4% | +16.0% | +1.1% |
| 6M | +18.2% | -3.4% | +21.6% | +17.5% |
| YTD | +24.8% | -8.7% | +33.5% | +25.0% |
| 1Y | +18.0% | -47.2% | +65.2% | +28.7% |
| 3Y | +160.3% | +82.7% | +77.5% | +128.9% |
| 5Y | +62.1% | +214.3% | -152.2% | +29.3% |
| All | +276.1% | +271.4% | +4.7% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling