+795.1%
BKNG vs STT
+672.2%
+122.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | -1.4% | -9.3% | -10.2% |
| 30D | -18.1% | +2.2% | -20.3% | -18.9% |
| 3M | +8.5% | +18.8% | -10.3% | +1.0% |
| 6M | -0.1% | +57.9% | -58.0% | -17.0% |
| YTD | -18.2% | +51.0% | -69.2% | -30.9% |
| 1Y | -19.9% | +77.1% | -97.0% | -36.5% |
| 3Y | +41.6% | +199.8% | -158.2% | -9.7% |
| 5Y | +93.1% | +156.0% | -62.8% | +27.9% |
| 10Y | +214.8% | +265.2% | -50.5% | +74.0% |
| All | +795.1% | +672.2% | +122.9% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling