+153.1%
EBAY vs SIMO
+462.5%
-309.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | +1.0% |
| 7D | -0.4% | +14.6% | -15.0% | -0.7% |
| 30D | -6.3% | +6.2% | -12.5% | -6.5% |
| 3M | -3.3% | +3.6% | -6.8% | -3.8% |
| 6M | +13.5% | +130.8% | -117.3% | +6.8% |
| YTD | +21.2% | +195.8% | -174.6% | +10.6% |
| 1Y | +13.9% | +225.0% | -211.1% | +2.5% |
| 3Y | +153.1% | +452.3% | -299.2% | +101.6% |
| All | +153.1% | +462.5% | -309.4% | +101.6% |
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