+17.9%
SNPS vs BND
-1.8%
+19.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -5.5% | -0.1% | -5.3% | -5.4% |
| 30D | -4.5% | -0.2% | -4.3% | -4.3% |
| 3M | -15.5% | -0.7% | -14.8% | -15.0% |
| 6M | -10.1% | -1.7% | -8.4% | -8.8% |
| YTD | -16.3% | -0.5% | -15.8% | -15.9% |
| 1Y | -34.9% | +0.4% | -35.3% | -35.2% |
| 3Y | -14.4% | +13.1% | -27.5% | -24.6% |
| 5Y | +17.9% | -2.1% | +20.0% | +21.6% |
| All | +17.9% | -1.8% | +19.7% | +21.6% |
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