+377.9%
EBAY vs SPMO
+575.0%
-197.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.0% | +2.7% | -5.7% | -4.5% |
| 30D | -3.6% | +1.1% | -4.7% | -4.5% |
| 3M | -4.4% | +2.0% | -6.5% | -7.2% |
| 6M | +12.1% | +26.5% | -14.5% | -5.7% |
| YTD | +19.9% | +26.5% | -6.6% | +1.0% |
| 1Y | +13.4% | +27.9% | -14.6% | -5.2% |
| 3Y | +150.5% | +160.4% | -9.9% | +25.3% |
| 5Y | +54.8% | +151.5% | -96.7% | -20.8% |
| 10Y | +268.1% | +526.3% | -258.3% | +15.1% |
| All | +377.9% | +575.0% | -197.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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