+148.3%
EBAY vs SN
+496.6%
-348.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -6.3% | -5.6% | -0.7% | -5.7% |
| 3M | -3.3% | +48.1% | -51.3% | -8.8% |
| 6M | +13.5% | +57.6% | -44.2% | +5.5% |
| YTD | +21.2% | +56.5% | -35.3% | +12.6% |
| 1Y | +13.9% | +52.6% | -38.7% | +5.7% |
| 3Y | +153.1% | +412.0% | -258.9% | +102.9% |
| All | +148.3% | +496.6% | -348.3% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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