+54.9%
BKNG vs SN
+496.6%
-441.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -6.9% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -15.9% | -5.6% | -10.3% | -15.2% |
| 3M | +11.1% | +48.1% | -37.0% | +4.1% |
| 6M | -0.7% | +57.6% | -58.3% | -8.1% |
| YTD | -15.4% | +56.5% | -71.9% | -21.7% |
| 1Y | -18.5% | +52.6% | -71.1% | -24.5% |
| 3Y | +46.5% | +412.0% | -365.5% | +21.2% |
| All | +54.9% | +496.6% | -441.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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