+338.6%
SPGI vs BND
+17.7%
+320.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -0.8% |
| 30D | +15.3% | +1.6% | +13.7% | +13.4% |
| 3M | +16.5% | -0.5% | +17.0% | +17.2% |
| 6M | +19.8% | -1.1% | +20.9% | +21.2% |
| YTD | -3.2% | -0.7% | -2.5% | -2.5% |
| 1Y | +1.8% | -0.7% | +2.4% | +2.5% |
| 3Y | +30.6% | +14.4% | +16.2% | +13.1% |
| 5Y | +16.0% | -1.1% | +17.1% | +13.9% |
| 10Y | +338.6% | +17.9% | +320.7% | +380.7% |
| All | +338.6% | +17.7% | +320.9% | +380.7% |
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 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