+30.8%
BND vs SFM
+132.6%
-101.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | 0.0% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -0.4% | -4.4% | +4.0% | -0.3% |
| 3M | -0.6% | +1.5% | -2.2% | -0.7% |
| 6M | -1.4% | +6.5% | -7.9% | -1.5% |
| YTD | -0.2% | +2.2% | -2.4% | -0.3% |
| 1Y | +1.3% | -41.9% | +43.2% | +1.7% |
| 3Y | +13.2% | +106.8% | -93.6% | +12.1% |
| 5Y | -1.6% | +231.6% | -233.1% | -2.9% |
| 10Y | +15.5% | +258.4% | -243.0% | +13.2% |
| All | +30.8% | +132.6% | -101.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling