+20.9%
BND vs SPMO
+575.0%
-554.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.1% | +2.7% | -2.8% | -0.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | -0.7% | +2.0% | -2.7% | -0.8% |
| 6M | -1.7% | +26.5% | -28.2% | -2.2% |
| YTD | -0.5% | +26.5% | -27.0% | -1.1% |
| 1Y | +0.4% | +27.9% | -27.6% | -0.2% |
| 3Y | +13.1% | +160.4% | -147.2% | +10.6% |
| 5Y | -2.1% | +151.5% | -153.6% | -4.3% |
| 10Y | +15.7% | +526.3% | -510.6% | +13.2% |
| All | +20.9% | +575.0% | -554.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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