+54.5%
EBAY vs STLD
+291.8%
-237.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -0.4% | +2.7% | -3.0% | -0.9% |
| 30D | -6.3% | -8.4% | +2.1% | -4.9% |
| 3M | -3.3% | -9.9% | +6.6% | -1.7% |
| 6M | +13.5% | +33.0% | -19.6% | +5.5% |
| YTD | +21.2% | +42.6% | -21.4% | +10.3% |
| 1Y | +13.9% | +80.8% | -66.9% | -2.0% |
| 3Y | +153.1% | +143.4% | +9.7% | +94.4% |
| 5Y | +54.5% | +293.4% | -238.9% | +3.6% |
| All | +54.5% | +291.8% | -237.3% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling