+228.1%
EBAY vs SPY
+78.1%
+150.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -0.9% | +2.6% | -3.4% | -2.3% |
| 30D | +3.5% | -2.0% | +5.4% | +4.6% |
| 3M | +16.0% | -2.8% | +18.8% | +17.7% |
| 6M | +7.6% | +2.1% | +5.5% | +5.8% |
| YTD | +40.1% | +11.5% | +28.6% | +30.5% |
| 1Y | +45.0% | +13.5% | +31.6% | +33.7% |
| 3Y | +228.1% | +77.7% | +150.4% | +107.2% |
| All | +228.1% | +78.1% | +150.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling