-6.0%
SAP vs EBAY
+38.6%
-44.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -3.9% | -2.6% | -1.3% | -3.3% |
| 30D | +6.5% | +3.2% | +3.3% | +5.7% |
| 3M | +14.7% | +17.8% | -3.1% | +10.4% |
| 6M | +39.9% | +9.5% | +30.5% | +36.5% |
| YTD | -2.0% | +39.2% | -41.2% | -10.6% |
| 1Y | -6.0% | +38.6% | -44.6% | -14.0% |
| All | -6.0% | +38.6% | -44.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling