-12.2%
BKNG vs SNY
+3.0%
-15.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.7% | +5.1% | +7.5% |
| 7D | +15.6% | +12.4% | +3.2% | +9.8% |
| 30D | +8.0% | +20.1% | -12.2% | -0.3% |
| 3M | -11.8% | +11.2% | -23.0% | -15.5% |
| 6M | +3.8% | +9.5% | -5.7% | +0.1% |
| YTD | -19.6% | +3.4% | -23.0% | -20.4% |
| All | -12.2% | +3.0% | -15.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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