+281.7%
STM vs BND
+75.9%
+205.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -8.4% | +1.6% | -9.9% | -8.3% |
| 3M | -15.8% | -0.5% | -15.3% | -15.8% |
| 6M | -22.8% | -1.1% | -21.8% | -22.9% |
| YTD | +79.4% | -0.7% | +80.1% | +79.3% |
| 1Y | +97.0% | -0.7% | +97.6% | +97.0% |
| 3Y | +14.2% | +14.4% | -0.2% | +17.0% |
| 5Y | -4.5% | -1.1% | -3.4% | -11.3% |
| 10Y | +463.1% | +17.9% | +445.2% | +550.5% |
| All | +281.7% | +75.9% | +205.8% | +545.2% |
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