-2.1%
BKNG vs SM
+46.5%
-48.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.6% |
| 7D | -13.1% | -0.2% | -12.9% | -13.1% |
| 30D | -18.5% | +20.3% | -38.8% | -13.6% |
| 3M | +5.8% | +22.9% | -17.2% | +14.0% |
| 6M | -2.1% | +47.8% | -50.0% | +9.7% |
| All | -2.1% | +46.5% | -48.6% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling