+184.9%
LQD vs SAP
+1,652.5%
-1,467.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | +0.5% | +6.5% | -6.0% | +0.3% |
| 3M | -2.3% | +12.2% | -14.6% | -2.7% |
| 6M | -3.1% | +46.1% | -49.1% | -4.3% |
| YTD | -3.0% | -1.6% | -1.4% | -3.1% |
| 1Y | -2.6% | -5.1% | +2.6% | -2.6% |
| 3Y | +15.2% | +68.4% | -53.2% | +12.9% |
| 5Y | -5.2% | +79.4% | -84.6% | -7.6% |
| 10Y | +24.6% | +230.5% | -205.9% | +20.4% |
| All | +184.9% | +1,652.5% | -1,467.6% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling