-18.3%
SAP vs EBAY
+14.1%
-32.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.3% | -3.0% | +2.7% | +0.2% |
| 30D | +0.3% | -3.6% | +3.9% | +0.8% |
| 3M | +16.9% | -4.4% | +21.3% | +17.5% |
| 6M | +6.3% | +12.1% | -5.7% | +3.8% |
| YTD | -12.4% | +19.9% | -32.3% | -15.2% |
| All | -18.3% | +14.1% | -32.4% | -21.5% |
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