+25.6%
HYG vs SN
+344.9%
-319.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.7% | -7.3% | +6.5% | -0.3% |
| 30D | -0.7% | -13.6% | +12.9% | 0.0% |
| 3M | -0.2% | +18.6% | -18.8% | -1.2% |
| 6M | +1.4% | +46.0% | -44.5% | -0.9% |
| YTD | +1.5% | +43.7% | -42.2% | -0.9% |
| 1Y | +2.9% | +39.2% | -36.3% | +0.6% |
| 3Y | +25.6% | +306.5% | -280.8% | +15.6% |
| All | +25.6% | +344.9% | -319.3% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling