+825.7%
BKNG vs SAP
+1,041.9%
-216.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -5.9% |
| 7D | -7.9% | -0.3% | -7.6% | -7.8% |
| 30D | -15.9% | +2.6% | -18.5% | -17.2% |
| 3M | +11.1% | +16.3% | -5.2% | +2.5% |
| 6M | -0.7% | +6.4% | -7.1% | -5.1% |
| YTD | -15.4% | -11.4% | -4.0% | -12.6% |
| 1Y | -18.5% | -20.4% | +1.9% | -11.5% |
| 3Y | +46.5% | +56.5% | -10.1% | +11.2% |
| 5Y | +98.8% | +56.8% | +42.0% | +49.0% |
| 10Y | +218.4% | +176.2% | +42.2% | +73.4% |
| All | +825.7% | +1,041.9% | -216.1% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling