+59.0%
SO vs BND
-1.6%
+60.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -3.2% | -0.4% | -2.8% | -2.9% |
| 3M | -1.7% | -0.2% | -1.5% | -1.5% |
| 6M | -7.2% | -1.2% | -6.0% | -6.2% |
| YTD | +4.6% | -0.3% | +4.9% | +4.9% |
| 1Y | +1.2% | +0.4% | +0.8% | +0.9% |
| 3Y | +45.3% | +13.4% | +31.9% | +30.6% |
| All | +59.0% | -1.6% | +60.6% | +48.2% |
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