+98.8%
STM vs BND
-0.4%
+99.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | +0.9% |
| 7D | -1.1% | -0.9% | -0.1% | +2.5% |
| 30D | -7.8% | -1.0% | -6.9% | -4.5% |
| 3M | -28.2% | -1.2% | -27.0% | -24.5% |
| 6M | +52.0% | -2.0% | +54.0% | +62.4% |
| YTD | +96.4% | -1.2% | +97.6% | +106.9% |
| 1Y | +98.8% | -0.5% | +99.3% | +119.1% |
| All | +98.8% | -0.4% | +99.3% | +119.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling