+81.6%
SPY vs BKNG
+92.3%
-10.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -10.7% | +8.7% | +1.2% |
| 30D | -1.7% | -18.1% | +16.5% | +4.0% |
| 3M | +4.7% | +8.5% | -3.8% | +1.1% |
| 6M | +12.5% | -0.1% | +12.6% | +10.8% |
| YTD | +11.7% | -18.2% | +30.0% | +17.0% |
| 1Y | +17.5% | -19.9% | +37.3% | +23.4% |
| 3Y | +76.6% | +41.6% | +35.0% | +50.6% |
| All | +81.6% | +92.3% | -10.7% | +32.1% |
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