+39.8%
BKNG vs SE
+175.6%
-135.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -10.7% | -4.8% | -5.9% | -9.7% |
| 30D | -18.1% | -18.1% | 0.0% | -14.7% |
| 3M | +8.5% | +30.6% | -22.1% | +2.4% |
| 6M | -0.1% | +20.8% | -20.8% | -4.6% |
| YTD | -18.2% | -15.6% | -2.6% | -17.2% |
| 1Y | -19.9% | -44.2% | +24.4% | -12.9% |
| All | +39.8% | +175.6% | -135.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling