+6.0%
SLB vs BND
+76.6%
-70.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.7% | +0.4% | -4.1% | -3.5% |
| 30D | +2.9% | +2.0% | +0.9% | +4.1% |
| 3M | +0.2% | -0.4% | +0.6% | 0.0% |
| 6M | -4.4% | -0.9% | -3.5% | -4.9% |
| YTD | +33.4% | -0.3% | +33.8% | +33.1% |
| 1Y | +40.8% | 0.0% | +40.8% | +40.7% |
| 3Y | +3.2% | +15.1% | -11.9% | +12.5% |
| 5Y | +64.8% | -1.5% | +66.3% | +62.3% |
| 10Y | -16.6% | +17.6% | -34.2% | -3.7% |
| All | +6.0% | +76.6% | -70.6% | +59.3% |
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