-2.6%
BND vs SUNB
+0.6%
-3.2%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.0% | +6.0% | -7.0% | -1.2% |
| 30D | -1.1% | -9.7% | +8.6% | -0.8% |
| 3M | -1.9% | -9.8% | +8.0% | -1.6% |
| 6M | -1.6% | +3.1% | -4.7% | -1.9% |
| All | -2.6% | +0.6% | -3.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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