+209.9%
BKNG vs SPXS
-99.6%
+309.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.9% |
| 7D | -9.8% | +2.5% | -12.3% | -8.9% |
| 30D | -17.9% | +4.2% | -22.1% | -16.5% |
| 3M | +6.6% | -9.3% | +15.9% | +3.4% |
| 6M | +1.1% | -30.7% | +31.8% | -10.2% |
| YTD | -18.2% | -28.1% | +9.8% | -25.8% |
| 1Y | -20.2% | -35.1% | +14.9% | -29.7% |
| 3Y | +39.9% | -79.6% | +119.4% | -10.4% |
| 5Y | +93.1% | -86.3% | +179.4% | +27.7% |
| All | +209.9% | -99.6% | +309.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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