+825.7%
BKNG vs STM
+436.8%
+388.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | -7.9% | +5.2% | -13.1% | -9.7% |
| 30D | -15.9% | -7.4% | -8.6% | -13.8% |
| 3M | +11.1% | -30.6% | +41.7% | +23.0% |
| 6M | -0.7% | +66.4% | -67.1% | -25.2% |
| YTD | -15.4% | +101.1% | -116.6% | -41.7% |
| 1Y | -18.5% | +97.4% | -115.9% | -44.0% |
| 3Y | +46.5% | +21.1% | +25.3% | +14.1% |
| 5Y | +98.8% | +22.5% | +76.3% | +48.7% |
| 10Y | +218.4% | +657.6% | -439.2% | -4.1% |
| All | +825.7% | +436.8% | +388.9% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling