+16.0%
SPGI vs EBAY
+80.9%
-64.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | +15.3% | +7.0% | +8.3% | +12.9% |
| 3M | +16.5% | +16.1% | +0.4% | +11.2% |
| 6M | +19.8% | +14.1% | +5.7% | +14.3% |
| YTD | -3.2% | +42.1% | -45.4% | -14.4% |
| 1Y | +1.8% | +42.4% | -40.6% | -10.2% |
| 3Y | +30.6% | +223.5% | -193.0% | -20.9% |
| 5Y | +16.0% | +82.8% | -66.7% | -14.8% |
| All | +16.0% | +80.9% | -64.9% | -14.8% |
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 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