+91.7%
BKNG vs SPG
+105.9%
-14.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -10.7% | -2.2% | -8.5% | -9.6% |
| 30D | -18.1% | -5.8% | -12.3% | -15.5% |
| 3M | +8.5% | -2.8% | +11.3% | +10.3% |
| 6M | -0.1% | +8.9% | -8.9% | -4.6% |
| YTD | -18.2% | +14.3% | -32.5% | -24.1% |
| 1Y | -19.9% | +19.5% | -39.3% | -27.5% |
| 3Y | +41.6% | +106.9% | -65.2% | -8.7% |
| All | +91.7% | +105.9% | -14.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling