+61.9%
EBAY vs SPYG
+85.2%
-23.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.1% |
| 7D | +4.2% | -0.9% | +5.1% | +4.8% |
| 30D | +5.6% | -1.5% | +7.1% | +6.6% |
| 3M | -1.4% | +3.7% | -5.1% | -4.2% |
| 6M | +18.2% | +16.4% | +1.8% | +5.8% |
| YTD | +24.8% | +13.3% | +11.5% | +13.9% |
| 1Y | +18.0% | +17.9% | +0.2% | +4.8% |
| 3Y | +160.3% | +98.3% | +61.9% | +47.9% |
| All | +61.9% | +85.2% | -23.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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