+311.2%
SPY vs BKNG
+217.3%
+93.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -10.7% | +8.7% | +1.6% |
| 30D | -1.7% | -18.1% | +16.5% | +4.8% |
| 3M | +4.7% | +8.5% | -3.8% | +0.8% |
| 6M | +12.5% | -0.1% | +12.6% | +10.7% |
| YTD | +11.7% | -18.2% | +30.0% | +17.2% |
| 1Y | +17.5% | -19.9% | +37.3% | +23.6% |
| 3Y | +76.6% | +41.6% | +35.0% | +49.1% |
| 5Y | +82.0% | +93.1% | -11.1% | +32.7% |
| All | +311.2% | +217.3% | +93.9% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling