+391.6%
EBAY vs SPG
+113.9%
+277.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.9% | +2.0% | -2.8% | -1.2% |
| 30D | +3.5% | +17.2% | -13.8% | +0.8% |
| 3M | +16.0% | +6.3% | +9.7% | +14.8% |
| 6M | +7.6% | +18.7% | -11.1% | +4.6% |
| YTD | +40.1% | +30.1% | +10.0% | +34.1% |
| 1Y | +45.0% | +32.8% | +12.3% | +38.3% |
| 3Y | +228.1% | +133.6% | +94.5% | +186.0% |
| 5Y | +78.6% | +84.4% | -5.8% | +57.5% |
| All | +391.6% | +113.9% | +277.7% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling