-13.6%
BKNG vs SE
-48.0%
+34.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.5% | +5.4% | +8.7% |
| 7D | +15.6% | +6.7% | +8.9% | +13.8% |
| 30D | +8.0% | -17.2% | +25.2% | +12.8% |
| 3M | -11.8% | -28.0% | +16.3% | -5.0% |
| 6M | +3.8% | -6.1% | +9.9% | +4.0% |
| YTD | -19.6% | -37.1% | +17.5% | -15.8% |
| 1Y | -13.6% | -48.8% | +35.2% | -7.8% |
| All | -13.6% | -48.0% | +34.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling