+1,179.2%
EBAY vs STLA
+263.8%
+915.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -2.1% | +2.6% | -4.7% | -2.6% |
| 30D | -6.7% | -1.2% | -5.4% | -6.6% |
| 3M | -5.0% | -24.8% | +19.8% | -0.7% |
| 6M | +14.6% | -25.6% | +40.2% | +19.6% |
| YTD | +19.8% | -48.9% | +68.8% | +32.2% |
| 1Y | +12.6% | -38.8% | +51.3% | +20.0% |
| 3Y | +141.0% | -64.5% | +205.5% | +175.7% |
| 5Y | +47.5% | -62.4% | +110.0% | +64.1% |
| 10Y | +263.3% | +55.4% | +207.9% | +218.5% |
| All | +1,179.2% | +263.8% | +915.4% | +926.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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