+113.9%
SOXX vs BKNG
-12.5%
+126.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.5% |
| 7D | +2.2% | -6.0% | +8.2% | +2.0% |
| 30D | -2.0% | -6.6% | +4.6% | -2.2% |
| 3M | -13.7% | +15.7% | -29.4% | -15.4% |
| 6M | +52.4% | +14.1% | +38.2% | +48.7% |
| YTD | +72.8% | -9.3% | +82.1% | +77.3% |
| 1Y | +113.9% | -12.8% | +126.7% | +113.3% |
| All | +113.9% | -12.5% | +126.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 1y: compounded portfolio wealth divided by compounded BKNG 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…
1y analysis · Full analysis span regression · 6 months rolling