+343.3%
SPGI vs EBAY
+378.9%
-35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +15.9% | +3.5% | +12.5% | +14.6% |
| 3M | +12.3% | +16.0% | -3.7% | +7.0% |
| 6M | +23.7% | +7.6% | +16.1% | +20.0% |
| YTD | -3.5% | +40.1% | -43.7% | -14.7% |
| 1Y | +0.4% | +45.0% | -44.6% | -12.3% |
| 3Y | +29.9% | +228.1% | -198.2% | -18.9% |
| 5Y | +15.2% | +78.6% | -63.5% | -13.0% |
| All | +343.3% | +378.9% | -35.6% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling