-1.5%
BND vs STRL
+2,093.0%
-2,094.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.1% |
| 7D | +0.1% | +10.1% | -10.0% | +0.1% |
| 30D | -0.4% | -8.2% | +7.8% | -0.3% |
| 3M | -0.2% | -43.7% | +43.5% | +0.1% |
| 6M | -1.2% | +27.1% | -28.3% | -1.5% |
| YTD | -0.3% | +64.0% | -64.3% | -0.8% |
| 1Y | +0.4% | +75.2% | -74.8% | -0.1% |
| 3Y | +13.4% | +539.9% | -526.5% | +11.2% |
| 5Y | -1.5% | +2,133.0% | -2,134.5% | -5.5% |
| All | -1.5% | +2,093.0% | -2,094.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 5y: compounded portfolio wealth divided by compounded STRL 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…
5y analysis · Full analysis span regression · 6 months rolling