+22.1%
STM vs EBAY
+54.7%
-32.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | -7.4% | -6.3% | -1.0% | -5.4% |
| 3M | -30.6% | -3.3% | -27.4% | -30.3% |
| 6M | +66.4% | +13.5% | +52.9% | +56.8% |
| YTD | +101.1% | +21.2% | +80.0% | +83.7% |
| 1Y | +97.4% | +13.9% | +83.5% | +82.4% |
| 3Y | +21.1% | +153.1% | -132.0% | -26.8% |
| All | +22.1% | +54.7% | -32.5% | -24.0% |
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 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