+58.1%
EBAY vs SGI
+45.9%
+12.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.5% |
| 7D | -0.8% | -4.9% | +4.1% | +0.8% |
| 30D | -0.6% | +1.6% | -2.2% | -1.3% |
| 3M | -1.0% | -3.2% | +2.2% | -0.6% |
| 6M | +16.3% | -16.0% | +32.3% | +21.3% |
| YTD | +21.7% | -25.4% | +47.1% | +32.0% |
| 1Y | +16.5% | -21.6% | +38.1% | +23.8% |
| 3Y | +154.2% | +52.9% | +101.3% | +105.1% |
| 5Y | +58.1% | +47.5% | +10.6% | +19.1% |
| All | +58.1% | +45.9% | +12.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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