+75.4%
SPY vs BKNG
+41.2%
+34.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -10.7% | +8.7% | +0.7% |
| 30D | -1.7% | -18.1% | +16.5% | +3.1% |
| 3M | +4.7% | +8.5% | -3.8% | +1.3% |
| 6M | +12.5% | -0.1% | +12.6% | +10.9% |
| YTD | +11.7% | -18.2% | +30.0% | +17.1% |
| 1Y | +17.5% | -19.9% | +37.3% | +23.7% |
| All | +75.4% | +41.2% | +34.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling