+166.1%
BKNG vs SWKS
+43.2%
+123.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -1.2% |
| 7D | -6.3% | +5.7% | -12.0% | -7.9% |
| 30D | +1.1% | +17.3% | -16.2% | -4.0% |
| 3M | -24.6% | +28.3% | -52.8% | -31.6% |
| 6M | +2.0% | +26.1% | -24.0% | -8.8% |
| YTD | -24.7% | +41.1% | -65.8% | -36.3% |
| 1Y | -20.0% | +31.4% | -51.4% | -30.6% |
| 3Y | +33.4% | +7.3% | +26.1% | +15.6% |
| 5Y | +65.4% | -37.7% | +103.1% | +72.5% |
| 10Y | +166.1% | +46.0% | +120.1% | +98.5% |
| All | +166.1% | +43.2% | +123.0% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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