+3,649.9%
SPGI vs EBAY
+12,398.7%
-8,748.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +8.4% | -6.7% | +15.1% | +9.7% |
| 3M | +11.8% | -5.0% | +16.8% | +12.6% |
| 6M | +5.7% | +14.6% | -8.9% | +2.7% |
| YTD | -9.7% | +19.8% | -29.5% | -13.0% |
| 1Y | -12.5% | +12.6% | -25.0% | -15.2% |
| 3Y | +21.8% | +141.0% | -119.2% | +2.1% |
| 5Y | +8.2% | +47.5% | -39.4% | -2.3% |
| 10Y | +309.5% | +263.3% | +46.2% | +213.4% |
| All | +3,649.9% | +12,398.7% | -8,748.8% | +1,656.9% |
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