+50.5%
BOND vs SPY
+607.3%
-556.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +2.6% | -3.3% | +6.0% | +2.8% |
| 3M | -0.8% | -2.4% | +1.6% | -0.7% |
| 6M | -1.2% | +2.6% | -3.7% | -1.3% |
| YTD | -0.3% | +11.2% | -11.6% | -0.7% |
| 1Y | +0.1% | +13.4% | -13.3% | -0.3% |
| 3Y | +18.3% | +79.9% | -61.6% | +16.1% |
| 5Y | +0.5% | +72.2% | -71.7% | -1.5% |
| 10Y | +22.5% | +307.3% | -284.8% | +21.8% |
| All | +50.5% | +607.3% | -556.8% | +55.9% |
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