+790.5%
BKNG vs STT
+674.6%
+115.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -13.1% | +1.0% | -14.1% | -13.4% |
| 30D | -18.5% | +2.8% | -21.3% | -19.5% |
| 3M | +5.8% | +18.1% | -12.4% | -1.4% |
| 6M | -2.1% | +59.2% | -61.3% | -18.9% |
| YTD | -18.6% | +51.5% | -70.1% | -31.4% |
| 1Y | -21.7% | +75.7% | -97.3% | -37.8% |
| 3Y | +40.9% | +200.8% | -159.9% | -10.3% |
| 5Y | +91.0% | +155.8% | -64.8% | +26.5% |
| 10Y | +213.2% | +266.4% | -53.2% | +72.9% |
| All | +790.5% | +674.6% | +115.9% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling