+228.3%
SOXX vs BKNG
+93.2%
+135.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -6.0% |
| 7D | -4.3% | -9.1% | +4.7% | -0.4% |
| 30D | -9.6% | -17.1% | +7.5% | -2.1% |
| 3M | -16.5% | +6.6% | -23.1% | -22.0% |
| 6M | +50.3% | +3.9% | +46.4% | +40.8% |
| YTD | +65.3% | -17.6% | +82.9% | +75.1% |
| 1Y | +95.5% | -19.0% | +114.4% | +107.7% |
| 3Y | +207.2% | +40.3% | +166.9% | +132.5% |
| 5Y | +228.3% | +92.7% | +135.6% | +94.8% |
| All | +228.3% | +93.2% | +135.1% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling