+644.6%
STM vs EBAY
+276.1%
+368.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -7.8% | -0.6% | -7.2% | -8.0% |
| 3M | -28.2% | -1.0% | -27.2% | -28.5% |
| 6M | +52.0% | +16.3% | +35.7% | +40.0% |
| YTD | +96.4% | +21.7% | +74.7% | +75.6% |
| 1Y | +98.8% | +16.5% | +82.3% | +78.7% |
| 3Y | +18.3% | +154.2% | -135.9% | -32.1% |
| 5Y | +17.7% | +58.1% | -40.3% | -16.6% |
| All | +644.6% | +276.1% | +368.5% | +211.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling