+2,550.6%
SOXX vs EBAY
+1,646.5%
+904.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.7% |
| 7D | +1.4% | +4.2% | -2.8% | -0.5% |
| 30D | -3.6% | +5.6% | -9.2% | -6.4% |
| 3M | -10.2% | -1.4% | -8.8% | -10.7% |
| 6M | +54.2% | +18.2% | +36.0% | +40.1% |
| YTD | +75.2% | +24.8% | +50.4% | +54.1% |
| 1Y | +107.5% | +18.0% | +89.5% | +84.7% |
| 3Y | +226.8% | +160.3% | +66.5% | +90.3% |
| 5Y | +251.2% | +62.1% | +189.1% | +151.6% |
| 10Y | +1,567.6% | +283.1% | +1,284.5% | +645.3% |
| All | +2,550.6% | +1,646.5% | +904.1% | +202.8% |
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 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