+1,386.2%
EBAY vs STLA
+152.6%
+1,233.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.0% |
| 7D | -2.6% | -13.1% | +10.5% | -0.3% |
| 30D | +3.2% | -13.3% | +16.5% | +5.4% |
| 3M | +17.8% | -27.9% | +45.6% | +23.7% |
| 6M | +9.5% | -47.8% | +57.3% | +21.0% |
| YTD | +39.2% | -64.6% | +103.8% | +62.6% |
| 1Y | +38.6% | -64.0% | +102.6% | +61.1% |
| 3Y | +216.8% | -76.8% | +293.7% | +288.4% |
| 5Y | +77.5% | -74.2% | +151.7% | +109.4% |
| 10Y | +375.7% | -5.4% | +381.1% | +350.0% |
| All | +1,386.2% | +152.6% | +1,233.6% | +1,162.8% |
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