+590.2%
SAP vs BND
+75.9%
+514.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +7.5% | +1.6% | +5.9% | +6.9% |
| 3M | +11.6% | -0.5% | +12.1% | +11.8% |
| 6M | +37.6% | -1.1% | +38.7% | +38.1% |
| YTD | -2.0% | -0.7% | -1.3% | -1.7% |
| 1Y | -6.4% | -0.7% | -5.7% | -6.1% |
| 3Y | +67.7% | +14.4% | +53.3% | +62.6% |
| 5Y | +75.7% | -1.1% | +76.8% | +69.8% |
| 10Y | +229.3% | +17.9% | +211.4% | +236.1% |
| All | +590.2% | +75.9% | +514.3% | +616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling