-5.8%
LQD vs SAP
+52.7%
-58.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -1.1% | -5.1% | +4.0% | -0.7% |
| 30D | -1.1% | -1.8% | +0.7% | -1.0% |
| 3M | -2.3% | +20.9% | -23.3% | -4.0% |
| 6M | -2.9% | +7.0% | -9.9% | -3.6% |
| YTD | -2.3% | -13.7% | +11.4% | -1.2% |
| 1Y | -2.2% | -19.6% | +17.4% | -0.5% |
| 3Y | +14.0% | +52.4% | -38.4% | +6.2% |
| 5Y | -5.8% | +54.4% | -60.2% | -16.0% |
| All | -5.8% | +52.7% | -58.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 5y: compounded portfolio wealth divided by compounded SAP 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…
5y analysis · Full analysis span regression · 6 months rolling