-12.8%
BKNG vs SIMO
+226.2%
-239.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -0.6% |
| 7D | -6.0% | +4.2% | -10.2% | -5.8% |
| 30D | -6.6% | +4.1% | -10.7% | -6.4% |
| 3M | +15.7% | -12.9% | +28.6% | +16.0% |
| 6M | +14.1% | +110.3% | -96.2% | +8.0% |
| YTD | -9.3% | +178.6% | -187.9% | -16.2% |
| 1Y | -12.8% | +220.0% | -232.8% | -18.3% |
| All | -12.8% | +226.2% | -239.0% | -18.3% |
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