-9.2%
STM vs BND
-1.6%
-7.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.7% | +6.7% |
| 7D | -5.6% | +0.4% | -6.0% | -6.1% |
| 30D | -14.4% | +2.0% | -16.4% | -16.7% |
| 3M | -20.5% | -0.4% | -20.1% | -20.2% |
| 6M | -24.5% | -0.9% | -23.6% | -23.5% |
| YTD | +72.7% | -0.3% | +73.0% | +74.0% |
| 1Y | +91.0% | 0.0% | +91.1% | +91.8% |
| 3Y | +13.5% | +15.1% | -1.6% | -2.5% |
| 5Y | -9.2% | -1.5% | -7.7% | -26.7% |
| All | -9.2% | -1.6% | -7.6% | -26.7% |
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