+389.6%
BKNG vs SFM
+108.9%
+280.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -3.4% |
| 7D | -13.1% | -7.2% | -5.9% | -12.4% |
| 30D | -18.5% | -14.3% | -4.2% | -17.3% |
| 3M | +5.8% | -13.7% | +19.5% | +7.1% |
| 6M | -2.1% | -6.0% | +3.9% | -2.0% |
| YTD | -18.6% | -8.2% | -10.4% | -18.5% |
| 1Y | -21.7% | -46.2% | +24.6% | -17.4% |
| 3Y | +40.9% | +83.6% | -42.7% | +30.3% |
| 5Y | +91.0% | +212.7% | -121.7% | +63.0% |
| 10Y | +213.2% | +273.0% | -59.8% | +145.1% |
| All | +389.6% | +108.9% | +280.7% | +349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling