+343.3%
SPGI vs BND
+17.2%
+326.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.2% | -1.4% | +2.7% | +2.8% |
| 30D | +15.9% | +0.6% | +15.3% | +15.3% |
| 3M | +12.3% | -1.6% | +13.9% | +14.3% |
| 6M | +23.7% | -1.5% | +25.2% | +25.8% |
| YTD | -3.5% | -1.5% | -2.1% | -2.0% |
| 1Y | +0.4% | -1.1% | +1.5% | +1.6% |
| 3Y | +29.9% | +13.6% | +16.3% | +13.4% |
| 5Y | +15.2% | -1.8% | +17.0% | +14.0% |
| All | +343.3% | +17.2% | +326.1% | +394.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling