+34.4%
BNDX vs SPY
+483.9%
-449.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.3% | +0.5% | -0.3% | +0.2% |
| 30D | -0.9% | -0.9% | 0.0% | -0.9% |
| 3M | -0.4% | +3.9% | -4.3% | -0.5% |
| 6M | -0.7% | +14.5% | -15.3% | -1.1% |
| YTD | -0.1% | +12.9% | -13.0% | -0.4% |
| 1Y | +0.3% | +19.4% | -19.1% | -0.1% |
| 3Y | +12.2% | +78.5% | -66.3% | +10.8% |
| 5Y | 0.0% | +81.8% | -81.8% | -1.5% |
| 10Y | +15.2% | +311.5% | -296.4% | +13.9% |
| All | +34.4% | +483.9% | -449.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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