+6,705.2%
BKNG vs SPYG
+559.0%
+6,146.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -1.1% |
| 7D | -10.0% | -0.9% | -9.1% | -9.2% |
| 30D | -18.1% | -1.5% | -16.6% | -16.9% |
| 3M | +6.3% | +3.7% | +2.6% | +1.4% |
| 6M | +0.8% | +16.4% | -15.6% | -15.3% |
| YTD | -18.4% | +13.3% | -31.8% | -29.5% |
| 1Y | -20.4% | +17.9% | -38.3% | -34.3% |
| 3Y | +39.5% | +98.3% | -58.8% | -35.1% |
| 5Y | +92.7% | +86.4% | +6.2% | -5.6% |
| 10Y | +214.1% | +421.9% | -207.9% | -51.7% |
| All | +6,705.2% | +559.0% | +6,146.2% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling