+39.1%
BKNG vs STM
+18.5%
+20.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.7% |
| 7D | -13.1% | +1.7% | -14.8% | -13.3% |
| 30D | -18.5% | -5.2% | -13.4% | -18.0% |
| 3M | +5.8% | -29.6% | +35.4% | +10.5% |
| 6M | -2.1% | +54.4% | -56.5% | -15.5% |
| YTD | -18.6% | +99.5% | -118.2% | -34.4% |
| 1Y | -21.7% | +100.8% | -122.4% | -37.4% |
| All | +39.1% | +18.5% | +20.6% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling