+209.9%
BKNG vs SAP
+175.6%
+34.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | -10.7% | -5.1% | -5.6% | -8.3% |
| 30D | -18.1% | -1.8% | -16.3% | -17.6% |
| 3M | +8.5% | +20.9% | -12.4% | -1.9% |
| 6M | -0.1% | +7.0% | -7.1% | -4.8% |
| YTD | -18.2% | -13.7% | -4.5% | -14.1% |
| 1Y | -19.9% | -19.6% | -0.3% | -13.0% |
| 3Y | +41.6% | +52.4% | -10.8% | +5.2% |
| 5Y | +93.1% | +54.4% | +38.7% | +38.4% |
| All | +209.9% | +175.6% | +34.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling