-13.6%
BKNG vs SPYG
+10.8%
-24.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.6% | +9.3% |
| 7D | +15.6% | -2.8% | +18.3% | +16.8% |
| 30D | +8.0% | -6.2% | +14.2% | +10.7% |
| 3M | -11.8% | -3.6% | -8.2% | -10.7% |
| 6M | +3.8% | +4.8% | -1.0% | -0.5% |
| YTD | -19.6% | +11.0% | -30.6% | -25.8% |
| 1Y | -13.6% | +11.2% | -24.8% | -20.3% |
| All | -13.6% | +10.8% | -24.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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