+1,094.2%
SPY vs EBAY
+12,398.7%
-11,304.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +0.1% | -6.7% | +6.7% | +1.2% |
| 3M | +2.0% | -5.0% | +7.0% | +2.7% |
| 6M | +13.0% | +14.6% | -1.6% | +9.7% |
| YTD | +13.5% | +19.8% | -6.3% | +9.0% |
| 1Y | +20.0% | +12.6% | +7.4% | +16.0% |
| 3Y | +77.2% | +141.0% | -63.8% | +47.1% |
| 5Y | +81.9% | +47.5% | +34.3% | +63.1% |
| 10Y | +314.1% | +263.3% | +50.8% | +210.5% |
| All | +1,094.2% | +12,398.7% | -11,304.5% | +441.1% |
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