+2.2%
SPGI vs EBAY
+53.1%
-50.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.2% |
| 30D | +2.0% | -3.6% | +5.6% | +3.1% |
| 3M | +4.3% | -4.4% | +8.8% | +5.2% |
| 6M | -0.2% | +12.1% | -12.3% | -4.7% |
| YTD | -14.8% | +19.9% | -34.7% | -20.5% |
| 1Y | -18.5% | +13.4% | -31.9% | -23.6% |
| 3Y | +16.0% | +150.5% | -134.5% | -21.7% |
| 5Y | +2.2% | +54.8% | -52.6% | -26.3% |
| All | +2.2% | +53.1% | -50.9% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling