-13.6%
BKNG vs SPXU
-30.4%
+16.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.9% | +14.7% | +8.3% |
| 7D | +15.6% | +2.2% | +13.4% | +16.4% |
| 30D | +8.0% | +3.8% | +4.2% | +9.2% |
| 3M | -11.8% | +3.3% | -15.1% | -10.6% |
| 6M | +3.8% | -16.7% | +20.5% | -1.7% |
| YTD | -19.6% | -28.6% | +9.0% | -26.5% |
| 1Y | -13.6% | -30.6% | +17.0% | -21.5% |
| All | -13.6% | -30.4% | +16.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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