+17.6%
SPYM vs EBAY
+19.1%
-1.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.6% |
| 7D | -0.8% | +4.2% | -5.0% | -1.2% |
| 30D | -1.1% | +5.6% | -6.7% | -1.6% |
| 3M | +3.9% | -1.4% | +5.3% | +3.9% |
| 6M | +13.6% | +18.2% | -4.6% | +10.8% |
| YTD | +12.7% | +24.8% | -12.1% | +9.3% |
| 1Y | +17.6% | +18.0% | -0.4% | +14.0% |
| All | +17.6% | +19.1% | -1.5% | +14.0% |
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