+39.8%
BKNG vs SIMO
+443.5%
-403.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.7% |
| 7D | -10.7% | +12.5% | -23.2% | -11.2% |
| 30D | -18.1% | +18.4% | -36.5% | -19.0% |
| 3M | +8.5% | +5.6% | +2.9% | +6.5% |
| 6M | -0.1% | +116.9% | -117.0% | -13.9% |
| YTD | -18.2% | +188.4% | -206.6% | -34.4% |
| 1Y | -19.9% | +221.3% | -241.1% | -38.0% |
| All | +39.8% | +443.5% | -403.6% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling