+160.3%
EBAY vs SITM
+452.7%
-292.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | +2.4% |
| 7D | +4.2% | +3.9% | +0.3% | +4.1% |
| 30D | +5.6% | -6.6% | +12.2% | +5.8% |
| 3M | -1.4% | -11.9% | +10.5% | -1.2% |
| 6M | +18.2% | +81.1% | -62.9% | +13.6% |
| YTD | +24.8% | +80.0% | -55.1% | +19.5% |
| 1Y | +18.0% | +145.8% | -127.8% | +10.3% |
| 3Y | +160.3% | +475.9% | -315.6% | +123.5% |
| All | +160.3% | +452.7% | -292.4% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling