+77.9%
EBAY vs SM
+5.5%
+72.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -0.9% | +9.4% | -10.2% | -1.7% |
| 30D | +3.5% | -14.4% | +17.8% | +4.6% |
| 3M | +16.0% | +1.6% | +14.4% | +15.1% |
| 6M | +7.6% | +6.3% | +1.3% | +5.7% |
| YTD | +40.1% | +78.8% | -38.7% | +28.3% |
| 1Y | +45.0% | +83.1% | -38.1% | +32.2% |
| 3Y | +228.1% | -5.9% | +234.0% | +216.0% |
| All | +77.9% | +5.5% | +72.4% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling