+972.4%
STM vs EBAY
+12,398.7%
-11,426.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | +5.8% | -2.1% | +7.9% | +6.5% |
| 30D | -1.0% | -6.7% | +5.7% | +0.9% |
| 3M | -33.3% | -5.0% | -28.3% | -32.6% |
| 6M | +57.4% | +14.6% | +42.7% | +49.4% |
| YTD | +102.2% | +19.8% | +82.4% | +88.2% |
| 1Y | +99.6% | +12.6% | +87.0% | +87.9% |
| 3Y | +14.5% | +141.0% | -126.5% | -17.6% |
| 5Y | +21.4% | +47.5% | -26.2% | +0.9% |
| 10Y | +695.0% | +263.3% | +431.7% | +391.7% |
| All | +972.4% | +12,398.7% | -11,426.3% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling