+83.3%
SPYM vs EBAY
+61.3%
+22.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | -1.0% | +4.2% | -5.2% | -2.0% |
| 30D | -1.3% | +5.6% | -7.0% | -2.8% |
| 3M | +3.6% | -1.4% | +5.0% | +3.6% |
| 6M | +13.3% | +18.2% | -4.9% | +7.7% |
| YTD | +12.4% | +24.8% | -12.4% | +4.9% |
| 1Y | +17.3% | +18.0% | -0.8% | +10.2% |
| 3Y | +76.8% | +160.3% | -83.5% | +24.4% |
| All | +83.3% | +61.3% | +22.0% | +36.5% |
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