+268.1%
EBAY vs STLD
+1,092.9%
-824.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.0% | -2.8% | -0.2% | -2.5% |
| 30D | -3.6% | -10.4% | +6.8% | -1.8% |
| 3M | -4.4% | -10.6% | +6.1% | -3.0% |
| 6M | +12.1% | +32.7% | -20.6% | +5.2% |
| YTD | +19.9% | +42.8% | -22.9% | +10.5% |
| 1Y | +13.4% | +86.9% | -73.6% | -1.0% |
| 3Y | +150.5% | +143.8% | +6.7% | +102.5% |
| 5Y | +54.8% | +293.5% | -238.7% | +12.3% |
| 10Y | +268.1% | +1,122.7% | -854.6% | +141.8% |
| All | +268.1% | +1,092.9% | -824.8% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling