+46.5%
BKNG vs SWKS
-15.7%
+62.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.6% | -7.0% |
| 7D | -7.9% | +11.8% | -19.7% | -9.8% |
| 30D | -15.9% | +6.7% | -22.7% | -17.0% |
| 3M | +11.1% | 0.0% | +11.1% | +10.5% |
| 6M | -0.7% | +38.7% | -39.4% | -9.2% |
| YTD | -15.4% | +21.4% | -36.8% | -20.5% |
| 1Y | -18.5% | +2.9% | -21.4% | -20.8% |
| 3Y | +46.5% | -16.4% | +62.9% | +44.0% |
| All | +46.5% | -15.7% | +62.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling