+14,235.7%
EBAY vs SRE
+1,594.5%
+12,641.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.6% | -1.7% | +1.1% | -0.2% |
| 3M | -1.0% | -7.1% | +6.1% | +1.0% |
| 6M | +16.3% | -8.4% | +24.6% | +18.8% |
| YTD | +21.7% | -3.5% | +25.2% | +22.2% |
| 1Y | +16.5% | +5.4% | +11.1% | +13.7% |
| 3Y | +154.2% | +29.5% | +124.6% | +127.5% |
| 5Y | +58.1% | +48.3% | +9.7% | +35.3% |
| 10Y | +273.5% | +123.5% | +150.0% | +165.0% |
| All | +14,235.7% | +1,594.5% | +12,641.2% | +5,654.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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