+54.8%
EBAY vs STZ
-38.0%
+92.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.0% | -6.0% | +3.0% | -1.3% |
| 30D | -3.6% | -8.9% | +5.3% | -1.1% |
| 3M | -4.4% | -12.6% | +8.1% | -1.1% |
| 6M | +12.1% | -17.2% | +29.3% | +17.3% |
| YTD | +19.9% | -10.0% | +30.0% | +20.4% |
| 1Y | +13.4% | -14.3% | +27.7% | +15.6% |
| 3Y | +150.5% | -49.9% | +200.4% | +216.7% |
| 5Y | +54.8% | -38.2% | +93.1% | +73.2% |
| All | +54.8% | -38.0% | +92.8% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling