-17.3%
SLB vs BND
+17.0%
-34.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +1.9% | +1.3% | +0.6% | +2.1% |
| 3M | -5.7% | -0.7% | -5.0% | -5.8% |
| 6M | -5.3% | -1.6% | -3.7% | -5.6% |
| YTD | +32.2% | -1.0% | +33.2% | +31.9% |
| 1Y | +38.5% | -0.7% | +39.2% | +38.4% |
| 3Y | +1.1% | +14.1% | -12.9% | +3.8% |
| 5Y | +70.3% | -1.5% | +71.8% | +73.2% |
| 10Y | -17.3% | +17.3% | -34.6% | -5.2% |
| All | -17.3% | +17.0% | -34.3% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling