+744.0%
EBAY vs SIMO
+3,332.4%
-2,588.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -3.6% |
| 7D | -2.1% | +4.2% | -6.3% | -2.8% |
| 30D | -6.7% | +4.1% | -10.8% | -7.8% |
| 3M | -5.0% | -12.9% | +7.9% | -5.2% |
| 6M | +14.6% | +110.3% | -95.7% | -2.6% |
| YTD | +19.8% | +178.6% | -158.8% | -3.8% |
| 1Y | +12.6% | +220.0% | -207.4% | -12.2% |
| 3Y | +141.0% | +409.0% | -268.1% | +69.6% |
| 5Y | +47.5% | +277.3% | -229.8% | +6.0% |
| 10Y | +263.3% | +506.6% | -243.3% | +127.3% |
| All | +744.0% | +3,332.4% | -2,588.3% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling