-12.8%
BKNG vs SMR
-76.3%
+63.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -6.0% | +4.4% | -10.4% | -6.0% |
| 30D | -6.6% | +3.4% | -10.0% | -6.7% |
| 3M | +15.7% | -19.2% | +34.9% | +16.0% |
| 6M | +14.1% | -22.6% | +36.8% | +13.7% |
| YTD | -9.3% | -31.5% | +22.2% | -9.8% |
| 1Y | -12.8% | -73.1% | +60.3% | -14.8% |
| All | -12.8% | -76.3% | +63.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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