+61.9%
EBAY vs SPG
+106.0%
-44.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.2% | -1.2% | +5.3% | +4.7% |
| 30D | +5.6% | -6.1% | +11.8% | +8.5% |
| 3M | -1.4% | -3.6% | +2.2% | 0.0% |
| 6M | +18.2% | +10.4% | +7.8% | +12.9% |
| YTD | +24.8% | +14.4% | +10.5% | +17.1% |
| 1Y | +18.0% | +16.5% | +1.5% | +9.6% |
| 3Y | +160.3% | +106.8% | +53.5% | +78.0% |
| All | +61.9% | +106.0% | -44.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling