+54.9%
BND vs SPXU
-100.0%
+154.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.1% |
| 30D | -0.2% | +5.1% | -5.4% | -0.2% |
| 3M | -0.7% | -9.1% | +8.5% | -0.7% |
| 6M | -1.7% | -29.6% | +27.9% | -1.7% |
| YTD | -0.5% | -27.7% | +27.1% | -0.6% |
| 1Y | +0.4% | -37.0% | +37.3% | +0.3% |
| 3Y | +13.1% | -80.2% | +93.3% | +13.2% |
| 5Y | -2.1% | -86.0% | +83.9% | -2.2% |
| 10Y | +15.7% | -99.5% | +115.3% | +19.9% |
| All | +54.9% | -100.0% | +154.9% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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