+3.9%
HYG vs SN
+46.4%
-42.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -0.2% | -9.3% | +9.2% | +0.2% |
| 30D | +0.1% | -4.8% | +4.9% | +0.3% |
| 3M | +0.7% | +40.4% | -39.8% | -1.0% |
| 6M | +1.5% | +50.9% | -49.5% | -0.9% |
| YTD | +2.2% | +54.9% | -52.8% | -0.3% |
| 1Y | +3.9% | +43.0% | -39.1% | +1.2% |
| All | +3.9% | +46.4% | -42.5% | +1.2% |
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