+22.5%
STM vs BND
-1.5%
+23.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | -7.4% | -0.4% | -7.0% | -7.0% |
| 3M | -30.6% | -0.2% | -30.4% | -30.3% |
| 6M | +66.4% | -1.2% | +67.6% | +69.4% |
| YTD | +101.1% | -0.3% | +101.5% | +102.8% |
| 1Y | +97.4% | +0.4% | +97.0% | +97.6% |
| 3Y | +21.1% | +13.4% | +7.7% | +5.8% |
| 5Y | +22.5% | -1.5% | +24.0% | +6.8% |
| All | +22.5% | -1.5% | +23.9% | +6.8% |
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