-13.6%
BKNG vs SMR
-87.0%
+73.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.5% | +14.3% | +9.8% |
| 7D | +15.6% | -9.5% | +25.1% | +15.6% |
| 30D | +8.0% | -33.2% | +41.2% | +8.0% |
| 3M | -11.8% | -45.9% | +34.2% | -11.8% |
| 6M | +3.8% | -57.9% | +61.6% | +4.1% |
| YTD | -19.6% | -63.8% | +44.2% | -20.5% |
| 1Y | -13.6% | -85.6% | +72.0% | -9.2% |
| All | -13.6% | -87.0% | +73.4% | -9.2% |
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