+16.4%
SPGI vs EBAY
+148.9%
-132.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.4% |
| 7D | -3.1% | -3.0% | -0.1% | -2.5% |
| 30D | +2.0% | -3.6% | +5.6% | +2.7% |
| 3M | +4.3% | -4.4% | +8.8% | +4.9% |
| 6M | -0.2% | +12.1% | -12.3% | -3.3% |
| YTD | -14.8% | +19.9% | -34.7% | -18.6% |
| 1Y | -18.5% | +13.4% | -31.9% | -22.2% |
| All | +16.4% | +148.9% | -132.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling