+795.1%
BKNG vs SIRI
-84.4%
+879.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -10.7% | -3.0% | -7.7% | -10.2% |
| 30D | -18.1% | +1.3% | -19.4% | -18.3% |
| 3M | +8.5% | +5.6% | +2.9% | +7.5% |
| 6M | -0.1% | +35.2% | -35.2% | -5.3% |
| YTD | -18.2% | +49.1% | -67.3% | -23.9% |
| 1Y | -19.9% | +26.8% | -46.6% | -23.5% |
| 3Y | +41.6% | -23.7% | +65.3% | +41.4% |
| 5Y | +93.1% | -41.8% | +134.9% | +96.1% |
| 10Y | +214.8% | -11.3% | +226.1% | +196.9% |
| All | +795.1% | -84.4% | +879.5% | +752.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling