+48.5%
BOND vs SPY
+611.5%
-563.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.8% | +3.3% | -5.1% | -1.9% |
| 30D | +1.2% | -2.7% | +3.8% | +1.2% |
| 3M | -1.8% | -1.7% | -0.1% | -1.8% |
| 6M | -1.9% | +3.1% | -5.0% | -2.0% |
| YTD | -1.6% | +11.9% | -13.5% | -2.0% |
| 1Y | -1.5% | +12.0% | -13.4% | -1.8% |
| 3Y | +16.7% | +78.2% | -61.5% | +14.6% |
| 5Y | -0.2% | +73.2% | -73.4% | -2.2% |
| 10Y | +21.7% | +309.6% | -288.0% | +21.0% |
| All | +48.5% | +611.5% | -563.0% | +53.9% |
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