+19.0%
SPGI vs BND
+13.3%
+5.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +5.4% | -0.4% | +5.8% | +5.8% |
| 3M | +9.0% | -0.2% | +9.3% | +9.3% |
| 6M | +0.8% | -1.2% | +1.9% | +2.0% |
| YTD | -12.6% | -0.3% | -12.3% | -12.3% |
| 1Y | -16.1% | +0.4% | -16.5% | -16.5% |
| 3Y | +19.0% | +13.4% | +5.6% | +5.2% |
| All | +19.0% | +13.3% | +5.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling