+17,056.4%
STX vs BKNG
+45,840.6%
-28,784.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.7% | +13.2% | +8.2% |
| 7D | +10.7% | -7.9% | +18.6% | +12.9% |
| 30D | +11.3% | -15.9% | +27.2% | +15.9% |
| 3M | +3.2% | +11.1% | -7.9% | -1.6% |
| 6M | +157.0% | -0.7% | +157.7% | +151.4% |
| YTD | +229.2% | -15.4% | +244.6% | +234.7% |
| 1Y | +381.8% | -18.5% | +400.4% | +393.3% |
| 3Y | +1,383.2% | +46.5% | +1,336.7% | +1,189.3% |
| 5Y | +1,144.9% | +98.8% | +1,046.1% | +881.0% |
| 10Y | +3,676.0% | +218.4% | +3,457.6% | +2,462.9% |
| All | +17,056.4% | +45,840.6% | -28,784.2% | +5,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling