+246.6%
EBAY vs SITM
+4,789.7%
-4,543.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | +2.1% |
| 7D | +4.2% | +3.9% | +0.3% | +3.8% |
| 30D | +5.6% | -6.6% | +12.2% | +6.0% |
| 3M | -1.4% | -11.9% | +10.5% | -1.4% |
| 6M | +18.2% | +81.1% | -62.9% | +8.0% |
| YTD | +24.8% | +80.0% | -55.1% | +13.2% |
| 1Y | +18.0% | +145.8% | -127.8% | +2.1% |
| 3Y | +160.3% | +475.9% | -315.6% | +89.2% |
| 5Y | +62.1% | +189.2% | -127.1% | +20.8% |
| All | +246.6% | +4,789.7% | -4,543.1% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling