+21.0%
SLB vs BND
+76.8%
-55.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.8% | -0.1% | +1.0% | +0.7% |
| 30D | +15.8% | -0.4% | +16.2% | +15.6% |
| 3M | -0.3% | -0.6% | +0.3% | -0.7% |
| 6M | +21.3% | -1.4% | +22.8% | +20.3% |
| YTD | +52.3% | -0.2% | +52.5% | +52.1% |
| 1Y | +63.6% | +1.3% | +62.3% | +64.8% |
| 3Y | +3.8% | +13.2% | -9.4% | +12.0% |
| 5Y | +128.6% | -1.6% | +130.2% | +125.2% |
| 10Y | -3.1% | +15.5% | -18.5% | +9.5% |
| All | +21.0% | +76.8% | -55.8% | +81.9% |
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