+14.5%
BND vs SPG
+137.4%
-122.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.6% | +2.7% | -3.3% | -0.7% |
| 30D | +1.6% | +16.6% | -15.0% | +0.6% |
| 3M | -0.5% | +8.1% | -8.6% | -1.0% |
| 6M | -1.1% | +19.3% | -20.4% | -2.1% |
| YTD | -0.7% | +31.1% | -31.8% | -2.3% |
| 1Y | -0.7% | +32.8% | -33.4% | -2.4% |
| All | +14.5% | +137.4% | -122.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling