+795.1%
BKNG vs SMTC
+1,953.3%
-1,158.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.4% |
| 7D | -10.7% | +17.5% | -28.2% | -15.6% |
| 30D | -18.1% | +21.3% | -39.4% | -24.7% |
| 3M | +8.5% | +3.1% | +5.4% | +0.9% |
| 6M | -0.1% | +81.7% | -81.8% | -25.8% |
| YTD | -18.2% | +115.9% | -134.2% | -43.3% |
| 1Y | -19.9% | +157.8% | -177.7% | -48.8% |
| 3Y | +41.6% | +557.3% | -515.7% | -48.5% |
| 5Y | +93.1% | +114.7% | -21.6% | +0.3% |
| 10Y | +214.8% | +509.5% | -294.7% | -2.8% |
| All | +795.1% | +1,953.3% | -1,158.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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