+209.9%
BKNG vs SPG
+64.3%
+145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -10.7% | -2.2% | -8.5% | -9.9% |
| 30D | -18.1% | -5.8% | -12.3% | -16.1% |
| 3M | +8.5% | -2.8% | +11.3% | +9.8% |
| 6M | -0.1% | +8.9% | -8.9% | -3.4% |
| YTD | -18.2% | +14.3% | -32.5% | -22.6% |
| 1Y | -19.9% | +19.5% | -39.3% | -25.6% |
| 3Y | +41.6% | +106.9% | -65.2% | +4.8% |
| 5Y | +93.1% | +108.7% | -15.6% | +41.3% |
| All | +209.9% | +64.3% | +145.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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