+91.7%
BKNG vs SE
-67.1%
+158.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -10.7% | -4.8% | -5.9% | -9.8% |
| 30D | -18.1% | -18.1% | 0.0% | -15.0% |
| 3M | +8.5% | +30.6% | -22.1% | +2.9% |
| 6M | -0.1% | +20.8% | -20.8% | -4.2% |
| YTD | -18.2% | -15.6% | -2.6% | -16.8% |
| 1Y | -19.9% | -44.2% | +24.4% | -12.7% |
| 3Y | +41.6% | +181.5% | -139.9% | +13.2% |
| All | +91.7% | -67.1% | +158.8% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling