-13.6%
BKNG vs SPGI
+3.2%
-16.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.5% | +8.2% |
| 7D | +15.6% | +7.2% | +8.4% | +11.8% |
| 30D | +8.0% | +23.2% | -15.2% | -2.1% |
| 3M | -11.8% | +17.0% | -28.8% | -18.2% |
| 6M | +3.8% | +20.4% | -16.7% | -5.8% |
| YTD | -19.6% | -1.9% | -17.7% | -18.5% |
| 1Y | -13.6% | +2.9% | -16.5% | -12.0% |
| All | -13.6% | +3.2% | -16.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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