+839.3%
EBAY vs SGI
+2,073.9%
-1,234.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -0.4% | +9.3% | -9.7% | -2.3% |
| 30D | -6.3% | +6.9% | -13.2% | -7.7% |
| 3M | -3.3% | +2.8% | -6.1% | -4.2% |
| 6M | +13.5% | -12.6% | +26.1% | +15.7% |
| YTD | +21.2% | -21.5% | +42.7% | +26.3% |
| 1Y | +13.9% | -18.8% | +32.6% | +17.6% |
| 3Y | +153.1% | +60.8% | +92.3% | +122.9% |
| 5Y | +54.5% | +60.0% | -5.5% | +33.1% |
| 10Y | +262.7% | +267.8% | -5.1% | +135.9% |
| All | +839.3% | +2,073.9% | -1,234.6% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling