-73.1%
SMR vs BND
+1.4%
-74.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.7% |
| 7D | +4.4% | -0.1% | +4.6% | +5.2% |
| 30D | +3.4% | -0.4% | +3.8% | +5.7% |
| 3M | -19.2% | -0.6% | -18.5% | -16.2% |
| 6M | -22.6% | -1.4% | -21.2% | -22.2% |
| YTD | -31.5% | -0.2% | -31.3% | -29.0% |
| 1Y | -73.1% | +1.3% | -74.4% | -70.2% |
| All | -73.1% | +1.4% | -74.5% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling