+790.5%
BKNG vs SM
+981.8%
-191.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -13.1% | -0.2% | -12.9% | -13.1% |
| 30D | -18.5% | +20.3% | -38.8% | -21.0% |
| 3M | +5.8% | +22.9% | -17.2% | +1.3% |
| 6M | -2.1% | +47.8% | -50.0% | -9.9% |
| YTD | -18.6% | +107.5% | -126.1% | -29.3% |
| 1Y | -21.7% | +51.7% | -73.4% | -28.9% |
| 3Y | +40.9% | -0.9% | +41.7% | +32.8% |
| 5Y | +91.0% | +112.2% | -21.3% | +52.2% |
| 10Y | +213.2% | +20.3% | +192.8% | +92.8% |
| All | +790.5% | +981.8% | -191.3% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling