-13.6%
BKNG vs SO
+3.3%
-16.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +9.7% |
| 7D | +15.6% | +1.7% | +13.8% | +15.8% |
| 30D | +8.0% | +11.1% | -3.2% | +10.1% |
| 3M | -11.8% | +0.7% | -12.5% | -12.2% |
| 6M | +3.8% | -1.4% | +5.1% | +2.6% |
| YTD | -19.6% | +9.4% | -29.0% | -16.9% |
| 1Y | -13.6% | +3.7% | -17.3% | -6.3% |
| All | -13.6% | +3.3% | -16.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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