+26.4%
HYG vs SN
+496.6%
-470.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.1% | -5.6% | +5.5% | +0.2% |
| 3M | +1.0% | +48.1% | -47.1% | -0.9% |
| 6M | +2.3% | +57.6% | -55.3% | +0.1% |
| YTD | +2.1% | +56.5% | -54.4% | -0.2% |
| 1Y | +3.8% | +52.6% | -48.8% | +1.5% |
| 3Y | +26.7% | +412.0% | -385.3% | +20.1% |
| All | +26.4% | +496.6% | -470.2% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling