+209.9%
BKNG vs SPYM
+321.7%
-111.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | -10.7% | -2.0% | -8.7% | -8.6% |
| 30D | -18.1% | -1.6% | -16.5% | -16.6% |
| 3M | +8.5% | +4.7% | +3.8% | +3.0% |
| 6M | -0.1% | +12.6% | -12.6% | -12.6% |
| YTD | -18.2% | +11.8% | -30.0% | -27.8% |
| 1Y | -19.9% | +17.5% | -37.4% | -33.2% |
| 3Y | +41.6% | +77.0% | -35.4% | -25.1% |
| 5Y | +93.1% | +82.6% | +10.5% | -0.5% |
| All | +209.9% | +321.7% | -111.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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