+12.6%
EBAY vs SITM
+174.8%
-162.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.9% | -2.2% |
| 7D | -2.1% | +9.7% | -11.8% | -1.9% |
| 30D | -6.7% | +12.7% | -19.4% | -6.4% |
| 3M | -5.0% | -13.4% | +8.5% | -4.7% |
| 6M | +14.6% | +59.6% | -45.0% | +13.1% |
| YTD | +19.8% | +73.3% | -53.5% | +17.8% |
| 1Y | +12.6% | +165.5% | -153.0% | +10.1% |
| All | +12.6% | +174.8% | -162.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling