+701.2%
SAP vs EBAY
+14,727.8%
-14,026.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -2.0% |
| 30D | +7.5% | +7.0% | +0.5% | +5.4% |
| 3M | +11.6% | +16.1% | -4.4% | +7.0% |
| 6M | +37.6% | +14.1% | +23.5% | +32.2% |
| YTD | -2.0% | +42.1% | -44.1% | -11.8% |
| 1Y | -6.4% | +42.4% | -48.8% | -15.9% |
| 3Y | +67.7% | +223.5% | -155.8% | +17.0% |
| 5Y | +75.7% | +82.8% | -7.0% | +41.0% |
| 10Y | +229.3% | +385.7% | -156.4% | +96.3% |
| All | +701.2% | +14,727.8% | -14,026.5% | +89.5% |
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 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