+19,631.0%
BKNG vs SIMO
+3,544.2%
+16,086.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.2% | -12.9% | -7.8% |
| 7D | -7.9% | +14.6% | -22.5% | -10.1% |
| 30D | -15.9% | +6.2% | -22.1% | -17.4% |
| 3M | +11.1% | +3.6% | +7.5% | +7.0% |
| 6M | -0.7% | +130.8% | -131.5% | -20.0% |
| YTD | -15.4% | +195.8% | -211.2% | -35.7% |
| 1Y | -18.5% | +225.0% | -243.5% | -39.6% |
| 3Y | +46.5% | +452.3% | -405.8% | -4.0% |
| 5Y | +98.8% | +303.6% | -204.8% | +34.1% |
| 10Y | +218.4% | +528.8% | -310.4% | +87.0% |
| All | +19,631.0% | +3,544.2% | +16,086.9% | +6,234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling