+721.3%
BKNG vs SWKS
+1,177.0%
-455.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +9.4% | -10.1% | -3.2% |
| 30D | -0.7% | +17.0% | -17.7% | -5.2% |
| 3M | -25.0% | +28.9% | -53.9% | -31.4% |
| 6M | +3.4% | +33.1% | -29.7% | -7.5% |
| YTD | -25.0% | +44.8% | -69.8% | -35.4% |
| 1Y | -20.7% | +36.2% | -56.9% | -30.5% |
| 3Y | +30.9% | +11.5% | +19.4% | +15.7% |
| 5Y | +66.6% | -37.1% | +103.6% | +71.2% |
| 10Y | +165.1% | +49.9% | +115.2% | +101.9% |
| All | +721.3% | +1,177.0% | -455.6% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling