+636.2%
SAP vs EBAY
+12,398.7%
-11,762.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -2.9% | -2.1% | -0.8% | -2.4% |
| 30D | +9.0% | -6.7% | +15.7% | +10.9% |
| 3M | +14.9% | -5.0% | +19.9% | +16.3% |
| 6M | +11.9% | +14.6% | -2.7% | +7.1% |
| YTD | -9.9% | +19.8% | -29.7% | -15.0% |
| 1Y | -19.5% | +12.6% | -32.1% | -23.4% |
| 3Y | +61.8% | +141.0% | -79.2% | +22.3% |
| 5Y | +56.2% | +47.5% | +8.6% | +32.5% |
| 10Y | +180.6% | +263.3% | -82.7% | +80.6% |
| All | +636.2% | +12,398.7% | -11,762.5% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling