+266.6%
EBAY vs STT
+267.9%
-1.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -0.6% | +2.2% | -2.8% | -1.4% |
| 3M | -1.0% | +18.8% | -19.8% | -6.6% |
| 6M | +16.3% | +57.9% | -41.7% | +0.1% |
| YTD | +21.7% | +51.0% | -29.3% | +6.1% |
| 1Y | +16.5% | +77.1% | -60.6% | -3.4% |
| 3Y | +154.2% | +199.8% | -45.7% | +75.8% |
| 5Y | +58.1% | +156.0% | -97.9% | +11.7% |
| All | +266.6% | +267.9% | -1.3% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling