-1.4%
BND vs SBAC
-39.6%
+38.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -1.4% | +0.6% | -2.1% | -1.5% |
| 30D | +0.6% | +5.5% | -4.9% | +0.2% |
| 3M | -1.6% | +3.1% | -4.7% | -1.9% |
| 6M | -1.5% | -7.0% | +5.5% | -1.2% |
| YTD | -1.5% | +0.5% | -2.0% | -1.9% |
| 1Y | -1.1% | +0.2% | -1.3% | -1.5% |
| 3Y | +13.6% | -7.4% | +21.0% | +13.3% |
| All | -1.4% | -39.6% | +38.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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