+209.9%
BKNG vs STT
+267.9%
-58.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -10.7% | -1.4% | -9.3% | -10.0% |
| 30D | -18.1% | +2.2% | -20.3% | -19.0% |
| 3M | +8.5% | +18.8% | -10.3% | -0.8% |
| 6M | -0.1% | +57.9% | -58.0% | -20.7% |
| YTD | -18.2% | +51.0% | -69.2% | -33.8% |
| 1Y | -19.9% | +77.1% | -97.0% | -40.2% |
| 3Y | +41.6% | +199.8% | -158.2% | -19.8% |
| 5Y | +93.1% | +156.0% | -62.8% | +13.6% |
| All | +209.9% | +267.9% | -58.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling