-12.8%
BKNG vs SPMO
+29.9%
-42.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -6.0% | +2.0% | -8.0% | -5.9% |
| 30D | -6.6% | -0.4% | -6.3% | -6.7% |
| 3M | +15.7% | -1.9% | +17.6% | +15.4% |
| 6M | +14.1% | +25.0% | -10.9% | +1.8% |
| YTD | -9.3% | +26.0% | -35.4% | -19.4% |
| 1Y | -12.8% | +28.7% | -41.4% | -21.9% |
| All | -12.8% | +29.9% | -42.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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