+209.9%
BKNG vs SM
+23.2%
+186.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -10.7% | +2.1% | -12.8% | -10.9% |
| 30D | -18.1% | +18.1% | -36.2% | -19.8% |
| 3M | +8.5% | +17.0% | -8.5% | +5.8% |
| 6M | -0.1% | +55.4% | -55.5% | -6.6% |
| YTD | -18.2% | +108.6% | -126.8% | -26.5% |
| 1Y | -19.9% | +45.7% | -65.5% | -25.0% |
| 3Y | +41.6% | -0.3% | +41.9% | +35.6% |
| 5Y | +93.1% | +113.0% | -19.9% | +64.0% |
| All | +209.9% | +23.2% | +186.7% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling