+1,057.4%
SPGI vs BND
+75.9%
+981.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +15.3% | +1.6% | +13.7% | +14.8% |
| 3M | +16.5% | -0.5% | +17.0% | +16.7% |
| 6M | +19.8% | -1.1% | +20.9% | +20.2% |
| YTD | -3.2% | -0.7% | -2.5% | -3.0% |
| 1Y | +1.8% | -0.7% | +2.4% | +2.0% |
| 3Y | +30.6% | +14.4% | +16.2% | +26.9% |
| 5Y | +16.0% | -1.1% | +17.1% | +10.5% |
| 10Y | +338.6% | +17.9% | +320.7% | +366.5% |
| All | +1,057.4% | +75.9% | +981.4% | +1,226.2% |
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 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