+16,298.1%
EBAY vs STZ
+3,388.2%
+12,909.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +3.2% | +14.7% | -11.5% | -0.9% |
| 3M | +17.8% | +8.8% | +9.0% | +14.7% |
| 6M | +9.5% | +3.1% | +6.4% | +7.9% |
| YTD | +39.2% | +7.9% | +31.3% | +34.0% |
| 1Y | +38.6% | +14.2% | +24.4% | +30.9% |
| 3Y | +216.8% | -35.2% | +252.0% | +249.4% |
| 5Y | +77.5% | -29.6% | +107.1% | +90.3% |
| 10Y | +375.7% | +12.2% | +363.5% | +329.5% |
| All | +16,298.1% | +3,388.2% | +12,909.9% | +5,836.1% |
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