+115.3%
SPOT vs BND
-2.6%
+117.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.1% | -1.0% | -2.1% | -2.0% |
| 30D | +7.4% | -1.1% | +8.5% | +8.7% |
| 3M | +8.2% | -1.9% | +10.0% | +10.4% |
| 6M | +2.2% | -1.6% | +3.8% | +4.0% |
| YTD | -9.5% | -1.2% | -8.2% | -8.3% |
| 1Y | -23.8% | -0.7% | -23.1% | -23.3% |
| 3Y | +233.5% | +12.5% | +221.0% | +183.0% |
| All | +115.3% | -2.6% | +117.9% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling