+855.4%
STM vs EBAY
+14,420.8%
-13,565.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.1% |
| 7D | +16.3% | -2.6% | +18.9% | +17.2% |
| 30D | -6.3% | +3.2% | -9.5% | -7.5% |
| 3M | -14.1% | +17.8% | -31.9% | -19.2% |
| 6M | -19.6% | +9.5% | -29.0% | -22.8% |
| YTD | +80.1% | +39.2% | +40.9% | +59.0% |
| 1Y | +95.4% | +38.6% | +56.8% | +72.4% |
| 3Y | +14.7% | +216.8% | -202.2% | -24.8% |
| 5Y | -5.4% | +77.5% | -82.9% | -25.9% |
| 10Y | +465.5% | +375.7% | +89.8% | +220.6% |
| All | +855.4% | +14,420.8% | -13,565.4% | +154.1% |
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 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