+20.1%
SPYM vs EBAY
+15.7%
+4.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.3% |
| 30D | +0.1% | -6.7% | +6.7% | +0.7% |
| 3M | +2.0% | -5.0% | +7.0% | +2.4% |
| 6M | +13.1% | +14.6% | -1.6% | +10.6% |
| YTD | +13.6% | +19.8% | -6.2% | +10.6% |
| 1Y | +20.1% | +12.6% | +7.5% | +16.8% |
| All | +20.1% | +15.7% | +4.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling