+1,388.4%
SNPS vs BND
+76.8%
+1,311.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -0.1% | -10.9% | -11.0% |
| 30D | -1.7% | -0.4% | -1.4% | -1.7% |
| 3M | -20.4% | -0.6% | -19.7% | -20.3% |
| 6M | -8.6% | -1.4% | -7.2% | -8.5% |
| YTD | -16.2% | -0.2% | -15.9% | -16.1% |
| 1Y | -34.6% | +1.3% | -35.9% | -34.7% |
| 3Y | -14.5% | +13.2% | -27.6% | -15.9% |
| 5Y | +17.0% | -1.6% | +18.6% | +12.1% |
| 10Y | +560.0% | +15.5% | +544.6% | +589.5% |
| All | +1,388.4% | +76.8% | +1,311.7% | +1,854.5% |
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 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