+825.7%
BKNG vs SPGI
+2,570.6%
-1,744.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.1% |
| 7D | -7.9% | -2.5% | -5.4% | -6.8% |
| 30D | -15.9% | +5.4% | -21.3% | -18.2% |
| 3M | +11.1% | +9.0% | +2.0% | +5.7% |
| 6M | -0.7% | +0.8% | -1.5% | -1.7% |
| YTD | -15.4% | -12.6% | -2.9% | -10.5% |
| 1Y | -18.5% | -16.1% | -2.4% | -12.3% |
| 3Y | +46.5% | +19.0% | +27.5% | +31.0% |
| 5Y | +98.8% | +5.1% | +93.7% | +86.4% |
| 10Y | +218.4% | +295.5% | -77.1% | +49.3% |
| All | +825.7% | +2,570.6% | -1,744.8% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling