+656.4%
STM vs EBAY
+270.6%
+385.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +1.7% | -3.0% | +4.6% | +3.0% |
| 30D | -5.2% | -3.6% | -1.5% | -4.0% |
| 3M | -29.6% | -4.4% | -25.2% | -28.8% |
| 6M | +54.4% | +12.1% | +42.3% | +44.5% |
| YTD | +99.5% | +19.9% | +79.6% | +79.6% |
| 1Y | +100.8% | +13.4% | +87.4% | +82.7% |
| 3Y | +20.2% | +150.5% | -130.3% | -30.5% |
| 5Y | +21.1% | +54.8% | -33.7% | -13.4% |
| All | +656.4% | +270.6% | +385.8% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling