+209.9%
BKNG vs SPYG
+420.3%
-210.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.3% |
| 7D | -10.7% | -1.8% | -8.8% | -9.2% |
| 30D | -18.1% | -1.9% | -16.2% | -16.8% |
| 3M | +8.5% | +5.2% | +3.4% | +3.1% |
| 6M | -0.1% | +15.6% | -15.6% | -13.3% |
| YTD | -18.2% | +12.4% | -30.6% | -27.2% |
| 1Y | -19.9% | +17.5% | -37.3% | -31.7% |
| 3Y | +41.6% | +98.1% | -56.5% | -26.8% |
| 5Y | +93.1% | +84.9% | +8.2% | +5.8% |
| All | +209.9% | +420.3% | -210.4% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling