-13.6%
BKNG vs SPY
+14.6%
-28.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.2% | +8.3% |
| 7D | +15.6% | -0.7% | +16.3% | +16.2% |
| 30D | +8.0% | -1.0% | +9.0% | +8.8% |
| 3M | -11.8% | -0.3% | -11.4% | -11.6% |
| 6M | +3.8% | +7.3% | -3.6% | -4.0% |
| YTD | -19.6% | +13.3% | -32.9% | -29.7% |
| 1Y | -13.6% | +14.8% | -28.4% | -25.6% |
| All | -13.6% | +14.6% | -28.2% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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