+171.9%
SAP vs EBAY
+285.8%
-113.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -4.1% | +4.2% | -8.3% | -5.3% |
| 30D | +1.1% | +5.6% | -4.6% | -0.7% |
| 3M | +26.1% | -1.4% | +27.5% | +26.3% |
| 6M | +9.8% | +18.2% | -8.4% | +3.5% |
| YTD | -13.6% | +24.8% | -38.4% | -20.1% |
| 1Y | -18.7% | +18.0% | -36.7% | -24.2% |
| 3Y | +54.1% | +160.3% | -106.1% | +6.7% |
| 5Y | +54.7% | +62.1% | -7.4% | +22.1% |
| All | +171.9% | +285.8% | -113.9% | +51.7% |
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