+790.5%
BKNG vs SPG
+2,924.8%
-2,134.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.9% |
| 7D | -13.1% | -1.7% | -11.5% | -12.6% |
| 30D | -18.5% | -6.3% | -12.3% | -16.5% |
| 3M | +5.8% | -2.4% | +8.2% | +6.8% |
| 6M | -2.1% | +9.6% | -11.8% | -5.5% |
| YTD | -18.6% | +14.2% | -32.9% | -22.8% |
| 1Y | -21.7% | +19.3% | -41.0% | -27.0% |
| 3Y | +40.9% | +106.7% | -65.8% | +5.6% |
| 5Y | +91.0% | +104.2% | -13.2% | +42.9% |
| 10Y | +213.2% | +63.7% | +149.5% | +125.0% |
| All | +790.5% | +2,924.8% | -2,134.4% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling