+704.0%
SAP vs EBAY
+14,515.1%
-13,811.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +6.5% | +3.5% | +3.1% | +5.5% |
| 3M | +12.2% | +16.0% | -3.7% | +7.6% |
| 6M | +46.1% | +7.6% | +38.4% | +42.6% |
| YTD | -1.6% | +40.1% | -41.7% | -11.1% |
| 1Y | -5.1% | +45.0% | -50.2% | -15.1% |
| 3Y | +68.4% | +228.1% | -159.8% | +17.0% |
| 5Y | +79.4% | +78.6% | +0.8% | +44.9% |
| 10Y | +230.5% | +378.8% | -148.3% | +97.7% |
| All | +704.0% | +14,515.1% | -13,811.1% | +90.9% |
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