+330.3%
STM vs BND
+76.8%
+253.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | -33.3% | -0.6% | -32.6% | -33.3% |
| 6M | +57.4% | -1.4% | +58.8% | +57.1% |
| YTD | +102.2% | -0.2% | +102.4% | +102.1% |
| 1Y | +99.6% | +1.3% | +98.3% | +99.9% |
| 3Y | +14.5% | +13.2% | +1.4% | +16.7% |
| 5Y | +21.4% | -1.6% | +22.9% | +11.9% |
| 10Y | +695.0% | +15.5% | +679.5% | +783.0% |
| All | +330.3% | +76.8% | +253.5% | +627.2% |
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