-19.5%
SAP vs BND
+1.4%
-21.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -0.1% | -2.8% | -2.7% |
| 30D | +9.0% | -0.4% | +9.4% | +9.6% |
| 3M | +14.9% | -0.6% | +15.6% | +16.0% |
| 6M | +11.9% | -1.4% | +13.3% | +13.2% |
| YTD | -9.9% | -0.2% | -9.7% | -8.6% |
| 1Y | -19.5% | +1.3% | -20.8% | -13.1% |
| All | -19.5% | +1.4% | -21.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling