+74.2%
BND vs SM
+3.8%
+70.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.4% | +9.4% | -10.8% | -1.4% |
| 30D | +0.6% | -14.4% | +15.0% | +0.5% |
| 3M | -1.6% | +1.6% | -3.2% | -1.6% |
| 6M | -1.5% | +6.3% | -7.9% | -1.5% |
| YTD | -1.5% | +78.8% | -80.2% | -1.3% |
| 1Y | -1.1% | +83.1% | -84.2% | -0.9% |
| 3Y | +13.6% | -5.9% | +19.5% | +13.7% |
| 5Y | -1.8% | +4.8% | -6.6% | -1.6% |
| 10Y | +17.0% | +17.5% | -0.5% | +17.2% |
| All | +74.2% | +3.8% | +70.4% | +73.5% |
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