+490.1%
SO vs BND
+74.6%
+415.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | +4.7% | +0.6% | +4.1% | +4.4% |
| 3M | +1.7% | -1.6% | +3.3% | +2.6% |
| 6M | +2.2% | -1.5% | +3.7% | +3.0% |
| YTD | +10.0% | -1.5% | +11.4% | +10.8% |
| 1Y | +6.0% | -1.1% | +7.1% | +6.7% |
| 3Y | +54.1% | +13.6% | +40.5% | +45.7% |
| 5Y | +79.6% | -1.8% | +81.5% | +77.4% |
| 10Y | +195.5% | +17.0% | +178.5% | +178.6% |
| All | +490.1% | +74.6% | +415.5% | +423.7% |
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