+75.8%
BND vs SIRI
+17.7%
+58.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.1% | -3.9% | +3.8% | -0.1% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -0.7% | +4.3% | -5.0% | -0.7% |
| 6M | -1.7% | +34.1% | -35.7% | -1.7% |
| YTD | -0.5% | +47.3% | -47.8% | -0.6% |
| 1Y | +0.4% | +22.9% | -22.6% | +0.3% |
| 3Y | +13.1% | -24.6% | +37.7% | +13.1% |
| 5Y | -2.1% | -43.2% | +41.1% | -2.1% |
| 10Y | +15.7% | -12.3% | +28.0% | +15.9% |
| All | +75.8% | +17.7% | +58.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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