+235.4%
SAP vs EBAY
+375.8%
-140.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -3.9% | -2.6% | -1.3% | -3.1% |
| 30D | +6.5% | +3.2% | +3.3% | +5.4% |
| 3M | +14.7% | +17.8% | -3.1% | +8.8% |
| 6M | +39.9% | +9.5% | +30.5% | +35.4% |
| YTD | -2.0% | +39.2% | -41.2% | -12.5% |
| 1Y | -6.0% | +38.6% | -44.6% | -16.1% |
| 3Y | +67.7% | +216.8% | -149.2% | +8.1% |
| 5Y | +78.8% | +77.5% | +1.3% | +37.5% |
| All | +235.4% | +375.8% | -140.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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