+77.9%
EBAY vs STRL
+906.9%
-828.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | -0.9% | +15.7% | -16.5% | -1.6% |
| 30D | +3.5% | -35.5% | +38.9% | +5.4% |
| 3M | +16.0% | -47.1% | +63.1% | +19.2% |
| 6M | +7.6% | -65.8% | +73.4% | +13.0% |
| YTD | +40.1% | -4.5% | +44.6% | +30.8% |
| 1Y | +45.0% | -10.5% | +55.5% | +35.9% |
| 3Y | +228.1% | +340.6% | -112.5% | +123.0% |
| All | +77.9% | +906.9% | -828.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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