+7.2%
SLB vs BND
+75.9%
-68.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.5% |
| 30D | +4.5% | +1.6% | +2.9% | +5.4% |
| 3M | -4.6% | -0.5% | -4.1% | -4.8% |
| 6M | -6.3% | -1.1% | -5.2% | -6.8% |
| YTD | +35.0% | -0.7% | +35.7% | +34.4% |
| 1Y | +38.8% | -0.7% | +39.5% | +38.3% |
| 3Y | +3.3% | +14.4% | -11.2% | +12.3% |
| 5Y | +73.6% | -1.1% | +74.7% | +71.5% |
| 10Y | -14.2% | +17.9% | -32.1% | -0.6% |
| All | +7.2% | +75.9% | -68.7% | +60.8% |
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