+266.6%
EBAY vs STZ
-10.3%
+276.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | -0.8% | -4.1% | +3.3% | +0.4% |
| 30D | -0.6% | -7.6% | +7.0% | +1.6% |
| 3M | -1.0% | -12.3% | +11.3% | +2.6% |
| 6M | +16.3% | -16.3% | +32.6% | +21.6% |
| YTD | +21.7% | -8.4% | +30.0% | +22.5% |
| 1Y | +16.5% | -10.8% | +27.3% | +18.0% |
| 3Y | +154.2% | -49.0% | +203.1% | +207.2% |
| 5Y | +58.1% | -36.5% | +94.5% | +77.1% |
| All | +266.6% | -10.3% | +276.9% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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