+24.1%
HYG vs SN
+440.0%
-415.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | +0.7% | +21.5% | -20.8% | -0.4% |
| 3M | -2.1% | +20.0% | -22.1% | -3.1% |
| 6M | -0.8% | +119.9% | -120.7% | -5.2% |
| YTD | +0.3% | +102.3% | -102.0% | -3.9% |
| 1Y | +1.8% | +148.0% | -146.2% | -3.6% |
| 3Y | +24.1% | +450.0% | -425.9% | +11.2% |
| All | +24.1% | +440.0% | -415.9% | +11.2% |
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 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