+391.6%
EBAY vs STZ
+13.4%
+378.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -0.9% | +2.6% | -3.4% | -1.6% |
| 30D | +3.5% | +15.2% | -11.7% | -1.0% |
| 3M | +16.0% | +7.6% | +8.3% | +13.1% |
| 6M | +7.6% | +5.3% | +2.4% | +5.4% |
| YTD | +40.1% | +8.6% | +31.5% | +33.8% |
| 1Y | +45.0% | +15.6% | +29.5% | +35.3% |
| 3Y | +228.1% | -35.2% | +263.3% | +268.1% |
| 5Y | +78.6% | -29.1% | +107.7% | +93.7% |
| All | +391.6% | +13.4% | +378.3% | +353.6% |
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