+75.8%
BND vs SPYG
+1,002.4%
-926.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -0.1% | +0.3% | -0.5% | -0.1% |
| 30D | -0.2% | -1.7% | +1.5% | -0.2% |
| 3M | -0.7% | +3.6% | -4.3% | -0.7% |
| 6M | -1.7% | +16.6% | -18.3% | -1.7% |
| YTD | -0.5% | +13.4% | -13.9% | -0.6% |
| 1Y | +0.4% | +19.6% | -19.2% | +0.3% |
| 3Y | +13.1% | +99.8% | -86.6% | +13.2% |
| 5Y | -2.1% | +85.0% | -87.0% | -2.3% |
| 10Y | +15.7% | +422.1% | -406.4% | +19.2% |
| All | +75.8% | +1,002.4% | -926.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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