+39.5%
BKNG vs SM
-0.9%
+40.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -10.0% | +4.6% | -14.6% | -10.1% |
| 30D | -18.1% | +18.2% | -36.3% | -18.5% |
| 3M | +6.3% | +22.5% | -16.2% | +5.4% |
| 6M | +0.8% | +50.6% | -49.7% | -3.0% |
| YTD | -18.4% | +108.1% | -126.5% | -24.8% |
| 1Y | -20.4% | +46.0% | -66.4% | -23.2% |
| 3Y | +39.5% | +2.9% | +36.6% | +35.6% |
| All | +39.5% | -0.9% | +40.4% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling