+14.9%
BND vs SFM
+268.6%
-253.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.9% | -8.8% | +7.8% | -0.8% |
| 30D | -1.0% | -14.5% | +13.5% | -0.8% |
| 3M | -1.2% | -16.8% | +15.6% | -1.0% |
| 6M | -2.0% | -5.3% | +3.4% | -2.0% |
| YTD | -1.2% | -9.4% | +8.2% | -1.1% |
| 1Y | -0.5% | -46.2% | +45.7% | +0.3% |
| 3Y | +12.4% | +81.3% | -68.9% | +10.7% |
| 5Y | -2.5% | +211.9% | -214.4% | -5.0% |
| All | +14.9% | +268.6% | -253.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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