+887.0%
EBAY vs SIMO
+2,177.2%
-1,290.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.4% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | +3.5% | -24.0% | +27.4% | +6.5% |
| 3M | +16.0% | -31.8% | +47.7% | +19.9% |
| 6M | +7.6% | -36.9% | +44.5% | +10.1% |
| YTD | +40.1% | +84.8% | -44.7% | +17.3% |
| 1Y | +45.0% | +99.0% | -53.9% | +19.8% |
| 3Y | +228.1% | +217.9% | +10.2% | +143.5% |
| 5Y | +78.6% | +171.5% | -92.8% | +32.1% |
| 10Y | +378.8% | +393.3% | -14.5% | +203.0% |
| All | +887.0% | +2,177.2% | -1,290.3% | +288.2% |
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