+14,014.6%
EBAY vs SM
+609.5%
+13,405.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -6.7% | +26.3% | -33.0% | -9.3% |
| 3M | -5.0% | +8.7% | -13.6% | -6.5% |
| 6M | +14.6% | +51.7% | -37.0% | +8.1% |
| YTD | +19.8% | +99.0% | -79.2% | +9.3% |
| 1Y | +12.6% | +34.6% | -22.0% | +6.9% |
| 3Y | +141.0% | -7.8% | +148.7% | +133.5% |
| 5Y | +47.5% | +104.8% | -57.2% | +26.5% |
| 10Y | +263.3% | +7.2% | +256.0% | +163.2% |
| All | +14,014.6% | +609.5% | +13,405.1% | +5,704.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling