+48.1%
HYG vs SNAP
-76.3%
+124.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | -0.7% | +3.8% | -4.5% | -0.8% |
| 30D | -0.7% | +9.2% | -10.0% | -1.1% |
| 3M | -0.2% | +6.6% | -6.8% | -0.6% |
| 6M | +1.4% | +16.9% | -15.4% | +0.5% |
| YTD | +1.5% | -29.6% | +31.1% | +2.3% |
| 1Y | +2.9% | -22.1% | +25.0% | +3.2% |
| 3Y | +25.6% | -39.8% | +65.5% | +25.2% |
| 5Y | +18.6% | -92.4% | +110.9% | +23.2% |
| All | +48.1% | -76.3% | +124.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling