+24,512.8%
BKNG vs SGI
+2,032.3%
+22,480.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.4% |
| 7D | -13.1% | +0.6% | -13.7% | -13.2% |
| 30D | -18.5% | +5.5% | -24.1% | -19.6% |
| 3M | +5.8% | -3.6% | +9.4% | +6.4% |
| 6M | -2.1% | -15.0% | +12.9% | +1.0% |
| YTD | -18.6% | -23.0% | +4.4% | -14.4% |
| 1Y | -21.7% | -18.4% | -3.2% | -18.9% |
| 3Y | +40.9% | +57.8% | -16.9% | +24.0% |
| 5Y | +91.0% | +51.5% | +39.5% | +65.7% |
| 10Y | +213.2% | +275.2% | -62.0% | +101.8% |
| All | +24,512.8% | +2,032.3% | +22,480.5% | +8,765.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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