+209.9%
BKNG vs SFM
+268.6%
-58.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -10.7% | -8.8% | -1.9% | -10.0% |
| 30D | -18.1% | -14.5% | -3.6% | -17.1% |
| 3M | +8.5% | -16.8% | +25.4% | +10.0% |
| 6M | -0.1% | -5.3% | +5.3% | 0.0% |
| YTD | -18.2% | -9.4% | -8.9% | -18.0% |
| 1Y | -19.9% | -46.2% | +26.3% | -16.3% |
| 3Y | +41.6% | +81.3% | -39.7% | +35.1% |
| 5Y | +93.1% | +211.9% | -118.8% | +73.7% |
| All | +209.9% | +268.6% | -58.7% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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