+14,014.6%
EBAY vs STZ
+2,967.7%
+11,046.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -6.7% | -1.9% | -4.8% | -6.2% |
| 3M | -5.0% | -6.2% | +1.3% | -3.5% |
| 6M | +14.6% | -14.0% | +28.7% | +18.8% |
| YTD | +19.8% | -5.1% | +24.9% | +19.9% |
| 1Y | +12.6% | -9.6% | +22.1% | +13.9% |
| 3Y | +141.0% | -47.2% | +188.2% | +182.5% |
| 5Y | +47.5% | -33.6% | +81.1% | +61.2% |
| 10Y | +263.3% | -9.8% | +273.0% | +249.1% |
| All | +14,014.6% | +2,967.7% | +11,046.9% | +5,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling