+39.8%
BKNG vs SIRI
-23.3%
+63.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -10.7% | -3.0% | -7.7% | -10.3% |
| 30D | -18.1% | +1.3% | -19.4% | -18.3% |
| 3M | +8.5% | +5.6% | +2.9% | +7.9% |
| 6M | -0.1% | +35.2% | -35.2% | -3.7% |
| YTD | -18.2% | +49.1% | -67.3% | -22.2% |
| 1Y | -19.9% | +26.8% | -46.6% | -22.4% |
| All | +39.8% | -23.3% | +63.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling