+14.9%
BND vs SPG
+64.3%
-49.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.9% | -2.2% | +1.3% | -0.9% |
| 30D | -1.0% | -5.8% | +4.8% | -0.8% |
| 3M | -1.2% | -2.8% | +1.6% | -1.2% |
| 6M | -2.0% | +8.9% | -10.9% | -2.2% |
| YTD | -1.2% | +14.3% | -15.5% | -1.5% |
| 1Y | -0.5% | +19.5% | -19.9% | -0.9% |
| 3Y | +12.4% | +106.9% | -94.4% | +10.5% |
| 5Y | -2.5% | +108.7% | -111.2% | -4.4% |
| All | +14.9% | +64.3% | -49.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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