+228.1%
EBAY vs SIMO
+221.6%
+6.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.7% |
| 7D | -0.9% | +4.1% | -5.0% | -0.9% |
| 30D | +3.5% | -24.0% | +27.4% | +3.7% |
| 3M | +16.0% | -31.8% | +47.7% | +16.2% |
| 6M | +7.6% | -36.9% | +44.5% | +7.6% |
| YTD | +40.1% | +84.8% | -44.7% | +29.2% |
| 1Y | +45.0% | +99.0% | -53.9% | +32.6% |
| 3Y | +228.1% | +217.9% | +10.2% | +173.4% |
| All | +228.1% | +221.6% | +6.5% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 3y: compounded portfolio wealth divided by compounded SIMO 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…
3y analysis · Full analysis span regression · 6 months rolling