+156.6%
BKNG vs SNAP
-77.0%
+233.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | 0.0% |
| 7D | -10.7% | -3.2% | -7.5% | -10.3% |
| 30D | -18.1% | +0.2% | -18.3% | -18.2% |
| 3M | +8.5% | +2.6% | +5.9% | +7.6% |
| 6M | -0.1% | +12.4% | -12.5% | -2.6% |
| YTD | -18.2% | -31.6% | +13.4% | -15.3% |
| 1Y | -19.9% | -21.7% | +1.8% | -18.7% |
| 3Y | +41.6% | -41.2% | +82.8% | +42.0% |
| 5Y | +93.1% | -92.6% | +185.7% | +124.9% |
| All | +156.6% | -77.0% | +233.6% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling