+39.8%
BKNG vs SPGI
+13.8%
+26.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | -10.7% | -8.9% | -1.7% | -6.4% |
| 30D | -18.1% | +0.6% | -18.8% | -18.4% |
| 3M | +8.5% | +2.0% | +6.6% | +6.8% |
| 6M | -0.1% | +0.1% | -0.1% | -0.8% |
| YTD | -18.2% | -16.4% | -1.8% | -11.2% |
| 1Y | -19.9% | -18.9% | -0.9% | -11.7% |
| All | +39.8% | +13.8% | +26.1% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling