+58.1%
EBAY vs SFM
+212.1%
-154.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -0.8% | -8.8% | +8.0% | +0.6% |
| 30D | -0.6% | -14.5% | +13.8% | +1.8% |
| 3M | -1.0% | -16.8% | +15.8% | +1.6% |
| 6M | +16.3% | -5.3% | +21.6% | +15.9% |
| YTD | +21.7% | -9.4% | +31.1% | +22.0% |
| 1Y | +16.5% | -46.2% | +62.7% | +28.0% |
| 3Y | +154.2% | +81.3% | +72.9% | +116.7% |
| 5Y | +58.1% | +211.9% | -153.8% | +27.9% |
| All | +58.1% | +212.1% | -154.1% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling