-13.6%
BKNG vs SM
+70.4%
-84.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -15.3% | +25.1% | +6.2% |
| 7D | +15.6% | -21.5% | +37.1% | +10.2% |
| 30D | +8.0% | -11.4% | +19.4% | +5.5% |
| 3M | -11.8% | +0.6% | -12.4% | -11.2% |
| 6M | +3.8% | +0.2% | +3.5% | +5.1% |
| YTD | -19.6% | +69.7% | -89.3% | -18.4% |
| 1Y | -13.6% | +71.6% | -85.2% | -12.3% |
| All | -13.6% | +70.4% | -84.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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