-13.6%
BKNG vs SIRI
+59.9%
-73.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.4% | +1.4% | +7.6% |
| 7D | +15.6% | +22.3% | -6.7% | +10.6% |
| 30D | +8.0% | +26.9% | -19.0% | +2.7% |
| 3M | -11.8% | +9.6% | -21.4% | -14.2% |
| 6M | +3.8% | +27.2% | -23.4% | -0.1% |
| YTD | -19.6% | +72.4% | -92.0% | -27.2% |
| 1Y | -13.6% | +59.9% | -73.5% | -19.5% |
| All | -13.6% | +59.9% | -73.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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