-5.7%
STM vs EBAY
+82.6%
-88.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.4% |
| 7D | -7.9% | +4.1% | -12.0% | -9.4% |
| 30D | -14.1% | +10.1% | -24.2% | -17.3% |
| 3M | -17.6% | +15.0% | -32.6% | -22.4% |
| 6M | -24.2% | +15.4% | -39.6% | -29.1% |
| YTD | +73.3% | +43.1% | +30.2% | +47.2% |
| 1Y | +90.1% | +46.9% | +43.2% | +59.4% |
| 3Y | +10.3% | +225.8% | -215.4% | -43.5% |
| 5Y | -5.7% | +84.2% | -89.9% | -39.2% |
| All | -5.7% | +82.6% | -88.3% | -39.2% |
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