+55.2%
HYG vs SAP
+176.2%
-121.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.7% | -4.1% | +3.4% | -0.1% |
| 30D | -0.7% | +1.1% | -1.8% | -0.9% |
| 3M | -0.2% | +26.1% | -26.3% | -3.9% |
| 6M | +1.4% | +9.8% | -8.4% | -0.5% |
| YTD | +1.5% | -13.6% | +15.0% | +3.0% |
| 1Y | +2.9% | -18.7% | +21.6% | +5.4% |
| 3Y | +25.6% | +54.1% | -28.5% | +12.9% |
| 5Y | +18.6% | +54.7% | -36.2% | +4.6% |
| All | +55.2% | +176.2% | -121.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling