+91.7%
BKNG vs SPXU
-85.8%
+177.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +1.2% |
| 7D | -10.7% | +6.4% | -17.0% | -8.6% |
| 30D | -18.1% | +5.9% | -24.1% | -16.3% |
| 3M | +8.5% | -11.7% | +20.2% | +4.4% |
| 6M | -0.1% | -28.7% | +28.6% | -10.2% |
| YTD | -18.2% | -26.4% | +8.1% | -25.1% |
| 1Y | -19.9% | -35.2% | +15.4% | -29.5% |
| 3Y | +41.6% | -79.8% | +121.4% | -10.4% |
| All | +91.7% | -85.8% | +177.4% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling