+233.0%
EBAY vs SITM
+4,437.5%
-4,204.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -3.0% | +3.7% | -6.7% | -3.4% |
| 30D | -3.6% | -14.5% | +10.9% | -2.4% |
| 3M | -4.4% | -10.6% | +6.1% | -4.7% |
| 6M | +12.1% | +65.5% | -53.5% | +3.3% |
| YTD | +19.9% | +67.0% | -47.1% | +9.5% |
| 1Y | +13.4% | +138.6% | -125.2% | -1.7% |
| 3Y | +150.5% | +421.8% | -271.3% | +84.0% |
| 5Y | +54.8% | +172.4% | -117.6% | +16.1% |
| All | +233.0% | +4,437.5% | -4,204.5% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling