+139.8%
BKNG vs SITM
+4,789.7%
-4,649.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -1.0% |
| 7D | -10.0% | +3.9% | -13.9% | -10.5% |
| 30D | -18.1% | -6.6% | -11.5% | -17.6% |
| 3M | +6.3% | -11.9% | +18.2% | +6.1% |
| 6M | +0.8% | +81.1% | -80.3% | -12.0% |
| YTD | -18.4% | +80.0% | -98.4% | -29.5% |
| 1Y | -20.4% | +145.8% | -166.2% | -35.7% |
| 3Y | +39.5% | +475.9% | -436.4% | -11.0% |
| 5Y | +92.7% | +189.2% | -96.6% | +26.9% |
| All | +139.8% | +4,789.7% | -4,649.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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