+56.5%
SAP vs EBAY
+156.1%
-99.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.6% | -6.3% | +8.9% | +3.6% |
| 3M | +16.3% | -3.3% | +19.5% | +16.7% |
| 6M | +6.4% | +13.5% | -7.1% | +3.9% |
| YTD | -11.4% | +21.2% | -32.6% | -14.4% |
| 1Y | -20.4% | +13.9% | -34.3% | -22.8% |
| 3Y | +56.5% | +153.1% | -96.6% | +31.8% |
| All | +56.5% | +156.1% | -99.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling