+1,620.3%
SNPS vs BND
+74.6%
+1,545.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -5.2% | +0.6% | -5.7% | -5.2% |
| 3M | +10.6% | -1.6% | +12.2% | +10.8% |
| 6M | -10.6% | -1.5% | -9.1% | -10.4% |
| YTD | -3.1% | -1.5% | -1.6% | -2.9% |
| 1Y | +15.6% | -1.1% | +16.6% | +15.7% |
| 3Y | -12.9% | +13.6% | -26.5% | -14.4% |
| 5Y | +31.2% | -1.8% | +33.0% | +26.2% |
| 10Y | +663.4% | +17.0% | +646.4% | +714.2% |
| All | +1,620.3% | +74.6% | +1,545.7% | +2,162.4% |
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 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