+1.6%
HYG vs SN
+156.5%
-154.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.5% |
| 7D | -0.1% | +10.6% | -10.7% | -0.5% |
| 30D | +0.7% | +20.0% | -19.3% | -0.1% |
| 3M | -2.0% | +30.4% | -32.4% | -3.2% |
| 6M | -0.9% | +91.0% | -91.9% | -4.0% |
| YTD | +0.1% | +95.9% | -95.9% | -3.5% |
| 1Y | +1.6% | +158.9% | -157.3% | -2.7% |
| All | +1.6% | +156.5% | -154.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling