+56.8%
SAP vs EBAY
+52.6%
+4.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.6% | -6.3% | +8.9% | +4.2% |
| 3M | +16.3% | -3.3% | +19.5% | +17.0% |
| 6M | +6.4% | +13.5% | -7.1% | +2.3% |
| YTD | -11.4% | +21.2% | -32.6% | -16.5% |
| 1Y | -20.4% | +13.9% | -34.3% | -24.3% |
| 3Y | +56.5% | +153.1% | -96.6% | +12.3% |
| 5Y | +56.8% | +54.5% | +2.3% | +17.1% |
| All | +56.8% | +52.6% | +4.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling