+81.7%
SPY vs EBAY
+53.1%
+28.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | -1.4% | -3.6% | +2.2% | -0.6% |
| 3M | +3.7% | -4.4% | +8.2% | +4.5% |
| 6M | +13.0% | +12.1% | +0.9% | +8.7% |
| YTD | +12.4% | +19.9% | -7.5% | +5.8% |
| 1Y | +18.5% | +13.4% | +5.2% | +12.4% |
| 3Y | +77.6% | +150.5% | -72.9% | +25.8% |
| 5Y | +81.7% | +54.8% | +26.9% | +36.6% |
| All | +81.7% | +53.1% | +28.6% | +36.6% |
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