+14.9%
BND vs STZ
-10.3%
+25.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -0.9% | -4.1% | +3.2% | -0.8% |
| 30D | -1.0% | -7.6% | +6.6% | -0.8% |
| 3M | -1.2% | -12.3% | +11.1% | -1.0% |
| 6M | -2.0% | -16.3% | +14.3% | -1.6% |
| YTD | -1.2% | -8.4% | +7.2% | -1.1% |
| 1Y | -0.5% | -10.8% | +10.4% | -0.3% |
| 3Y | +12.4% | -49.0% | +61.4% | +14.0% |
| 5Y | -2.5% | -36.5% | +34.0% | -1.6% |
| All | +14.9% | -10.3% | +25.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling