+93.1%
BKNG vs SO
+57.1%
+36.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -10.7% | -1.1% | -9.5% | -10.6% |
| 30D | -18.1% | -3.7% | -14.4% | -17.9% |
| 3M | +8.5% | -5.9% | +14.4% | +9.1% |
| 6M | -0.1% | -7.3% | +7.3% | +0.5% |
| YTD | -18.2% | +3.1% | -21.3% | -18.8% |
| 1Y | -19.9% | -1.0% | -18.9% | -20.0% |
| 3Y | +41.6% | +43.2% | -1.6% | +31.8% |
| 5Y | +93.1% | +59.1% | +34.0% | +75.8% |
| All | +93.1% | +57.1% | +36.0% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling