-13.6%
BKNG vs SIMO
+94.5%
-108.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -9.6% | +19.4% | +9.1% |
| 7D | +15.6% | -16.9% | +32.4% | +14.3% |
| 30D | +8.0% | -35.4% | +43.4% | +5.5% |
| 3M | -11.8% | -31.9% | +20.1% | -13.1% |
| 6M | +3.8% | -19.3% | +23.1% | +1.2% |
| YTD | -19.6% | +98.5% | -118.1% | -26.6% |
| 1Y | -13.6% | +100.5% | -114.1% | -21.3% |
| All | -13.6% | +94.5% | -108.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling