+209.9%
BKNG vs STM
+660.7%
-450.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -10.7% | -1.1% | -9.6% | -10.4% |
| 30D | -18.1% | -7.8% | -10.3% | -16.4% |
| 3M | +8.5% | -28.2% | +36.7% | +16.6% |
| 6M | -0.1% | +52.0% | -52.0% | -18.9% |
| YTD | -18.2% | +96.4% | -114.6% | -40.0% |
| 1Y | -19.9% | +98.8% | -118.7% | -42.0% |
| 3Y | +41.6% | +18.3% | +23.3% | +16.5% |
| 5Y | +93.1% | +17.7% | +75.4% | +53.2% |
| All | +209.9% | +660.7% | -450.8% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling