+165.4%
BKNG vs SNAP
-77.4%
+242.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.6% |
| 7D | -7.9% | +1.5% | -9.4% | -8.1% |
| 30D | -15.9% | +1.9% | -17.8% | -16.2% |
| 3M | +11.1% | -3.9% | +15.0% | +11.1% |
| 6M | -0.7% | +5.2% | -5.9% | -2.4% |
| YTD | -15.4% | -32.7% | +17.3% | -12.3% |
| 1Y | -18.5% | -24.8% | +6.3% | -16.9% |
| 3Y | +46.5% | -42.2% | +88.6% | +47.2% |
| 5Y | +98.8% | -92.7% | +191.4% | +131.8% |
| All | +165.4% | -77.4% | +242.8% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling