+455.5%
SO vs BND
+76.8%
+378.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | -0.1% | 0.0% | -0.1% |
| 30D | -4.6% | -0.4% | -4.2% | -4.4% |
| 3M | -3.0% | -0.6% | -2.4% | -2.7% |
| 6M | -8.3% | -1.4% | -6.8% | -7.6% |
| YTD | +3.5% | -0.2% | +3.8% | +3.7% |
| 1Y | -0.9% | +1.3% | -2.2% | -1.5% |
| 3Y | +45.4% | +13.2% | +32.2% | +37.4% |
| 5Y | +59.6% | -1.6% | +61.2% | +57.0% |
| 10Y | +156.6% | +15.5% | +141.1% | +141.5% |
| All | +455.5% | +76.8% | +378.7% | +389.8% |
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