-13.6%
BKNG vs STM
+92.4%
-106.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.1% | +15.9% | +9.6% |
| 7D | +15.6% | -6.0% | +21.6% | +15.4% |
| 30D | +8.0% | -20.9% | +28.9% | +7.8% |
| 3M | -11.8% | -15.8% | +4.0% | -11.9% |
| 6M | +3.8% | -17.0% | +20.8% | +0.6% |
| YTD | -19.6% | +76.8% | -96.4% | -34.7% |
| 1Y | -13.6% | +96.5% | -110.1% | -32.7% |
| All | -13.6% | +92.4% | -106.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling