+209.9%
BKNG vs SIMO
+557.5%
-347.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.2% |
| 7D | -10.7% | +12.5% | -23.2% | -12.4% |
| 30D | -18.1% | +18.4% | -36.5% | -20.6% |
| 3M | +8.5% | +5.6% | +2.9% | +4.3% |
| 6M | -0.1% | +116.9% | -117.0% | -19.3% |
| YTD | -18.2% | +188.4% | -206.6% | -38.7% |
| 1Y | -19.9% | +221.3% | -241.1% | -41.9% |
| 3Y | +41.6% | +438.6% | -397.0% | -11.4% |
| 5Y | +93.1% | +287.9% | -194.8% | +25.8% |
| All | +209.9% | +557.5% | -347.6% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling