+76.4%
BND vs SM
+15.5%
+60.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.4% | +26.3% | -26.7% | -0.3% |
| 3M | -0.6% | +8.7% | -9.3% | -0.6% |
| 6M | -1.4% | +51.7% | -53.1% | -1.3% |
| YTD | -0.2% | +99.0% | -99.3% | 0.0% |
| 1Y | +1.3% | +34.6% | -33.3% | +1.4% |
| 3Y | +13.2% | -7.8% | +20.9% | +13.2% |
| 5Y | -1.6% | +104.8% | -106.3% | -1.2% |
| 10Y | +15.5% | +7.2% | +8.2% | +15.6% |
| All | +76.4% | +15.5% | +60.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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