+16.5%
EBAY vs SM
+51.5%
-35.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.5% |
| 7D | -0.8% | +2.1% | -2.9% | -0.7% |
| 30D | -0.6% | +18.1% | -18.8% | -0.1% |
| 3M | -1.0% | +17.0% | -18.0% | -0.2% |
| 6M | +16.3% | +55.4% | -39.2% | +15.8% |
| YTD | +21.7% | +108.6% | -86.9% | +20.8% |
| 1Y | +16.5% | +45.7% | -29.1% | +16.5% |
| All | +16.5% | +51.5% | -35.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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