+209.9%
BKNG vs SRE
+124.1%
+85.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -10.7% | -0.7% | -10.0% | -10.5% |
| 30D | -18.1% | -1.7% | -16.4% | -17.8% |
| 3M | +8.5% | -7.1% | +15.6% | +10.9% |
| 6M | -0.1% | -8.4% | +8.3% | +2.2% |
| YTD | -18.2% | -3.5% | -14.7% | -18.4% |
| 1Y | -19.9% | +5.4% | -25.3% | -23.0% |
| 3Y | +41.6% | +29.5% | +12.1% | +20.3% |
| 5Y | +93.1% | +48.3% | +44.8% | +51.8% |
| All | +209.9% | +124.1% | +85.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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