+82.6%
SMR vs BND
+13.3%
+69.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.0% |
| 7D | +13.1% | -0.1% | +13.2% | +13.3% |
| 30D | +17.8% | -0.2% | +18.0% | +18.4% |
| 3M | +8.1% | -0.7% | +8.8% | +9.6% |
| 6M | -11.1% | -1.7% | -9.4% | -8.8% |
| YTD | -23.7% | -0.5% | -23.2% | -22.4% |
| 1Y | -69.4% | +0.4% | -69.8% | -69.1% |
| All | +82.6% | +13.3% | +69.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling