+1.5%
SMR vs BND
+1.4%
+0.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -4.9% |
| 7D | +4.7% | -0.9% | +5.6% | +5.7% |
| 30D | +3.2% | -1.0% | +4.2% | +4.4% |
| 3M | +9.9% | -1.2% | +11.1% | +11.5% |
| 6M | -15.1% | -2.0% | -13.1% | -13.1% |
| YTD | -27.9% | -1.2% | -26.8% | -26.6% |
| 1Y | -70.2% | -0.5% | -69.8% | -69.8% |
| 3Y | +72.5% | +12.4% | +60.0% | +60.6% |
| All | +1.5% | +1.4% | +0.1% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling