+19,259.8%
BKNG vs SPYM
+814.4%
+18,445.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | -10.7% | -2.0% | -8.7% | -8.7% |
| 30D | -18.1% | -1.6% | -16.5% | -16.7% |
| 3M | +8.5% | +4.7% | +3.8% | +3.1% |
| 6M | -0.1% | +12.6% | -12.6% | -12.1% |
| YTD | -18.2% | +11.8% | -30.0% | -27.5% |
| 1Y | -19.9% | +17.5% | -37.4% | -32.7% |
| 3Y | +41.6% | +77.0% | -35.4% | -22.9% |
| 5Y | +93.1% | +82.6% | +10.5% | +2.7% |
| 10Y | +214.8% | +320.3% | -105.5% | -28.0% |
| All | +19,259.8% | +814.4% | +18,445.4% | +2,420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling