+1,592.6%
EBAY vs SPYG
+553.6%
+1,039.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.2% |
| 7D | -0.8% | -1.8% | +1.0% | +0.9% |
| 30D | -0.6% | -1.9% | +1.3% | +1.0% |
| 3M | -1.0% | +5.2% | -6.1% | -6.3% |
| 6M | +16.3% | +15.6% | +0.7% | +0.3% |
| YTD | +21.7% | +12.4% | +9.3% | +7.6% |
| 1Y | +16.5% | +17.5% | -0.9% | -1.3% |
| 3Y | +154.2% | +98.1% | +56.1% | +24.7% |
| 5Y | +58.1% | +84.9% | -26.9% | -17.9% |
| 10Y | +273.5% | +417.7% | -144.2% | -35.3% |
| All | +1,592.6% | +553.6% | +1,039.0% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling