+209.9%
BKNG vs SPGI
+291.9%
-82.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | -10.7% | -8.9% | -1.7% | -6.0% |
| 30D | -18.1% | +0.6% | -18.8% | -18.5% |
| 3M | +8.5% | +2.0% | +6.6% | +6.7% |
| 6M | -0.1% | +0.1% | -0.1% | -0.8% |
| YTD | -18.2% | -16.4% | -1.8% | -10.9% |
| 1Y | -19.9% | -18.9% | -0.9% | -11.6% |
| 3Y | +41.6% | +13.8% | +27.9% | +28.0% |
| 5Y | +93.1% | +0.5% | +92.6% | +83.0% |
| All | +209.9% | +291.9% | -82.0% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling