+209.9%
BKNG vs SAN
+357.1%
-147.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -1.0% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -17.9% | +0.9% | -18.8% | -18.2% |
| 3M | +6.6% | +19.1% | -12.5% | -1.8% |
| 6M | +1.1% | +33.2% | -32.1% | -11.9% |
| YTD | -18.2% | +29.1% | -47.3% | -28.2% |
| 1Y | -20.2% | +50.2% | -70.4% | -34.8% |
| 3Y | +39.9% | +351.0% | -311.2% | -34.3% |
| 5Y | +93.1% | +394.7% | -301.6% | -16.5% |
| All | +209.9% | +357.1% | -147.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SAN 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling