-1.5%
BND vs STT
+150.3%
-151.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.1% | +2.2% | -2.0% | +0.1% |
| 30D | -0.4% | +3.9% | -4.3% | -0.4% |
| 3M | -0.2% | +19.2% | -19.4% | -0.6% |
| 6M | -1.2% | +60.4% | -61.5% | -2.1% |
| YTD | -0.3% | +51.5% | -51.8% | -1.2% |
| 1Y | +0.4% | +76.3% | -75.9% | -0.8% |
| 3Y | +13.4% | +200.7% | -187.4% | +10.7% |
| 5Y | -1.5% | +157.5% | -159.0% | -5.1% |
| All | -1.5% | +150.3% | -151.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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