+76.4%
BND vs STZ
+605.9%
-529.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.1% | -1.9% | +1.8% | -0.1% |
| 30D | -0.4% | -1.9% | +1.5% | -0.4% |
| 3M | -0.6% | -6.2% | +5.6% | -0.6% |
| 6M | -1.4% | -14.0% | +12.6% | -1.5% |
| YTD | -0.2% | -5.1% | +4.9% | -0.2% |
| 1Y | +1.3% | -9.6% | +10.8% | +1.3% |
| 3Y | +13.2% | -47.2% | +60.4% | +13.0% |
| 5Y | -1.6% | -33.6% | +32.0% | -1.5% |
| 10Y | +15.5% | -9.8% | +25.2% | +16.1% |
| All | +76.4% | +605.9% | -529.6% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling