+22.2%
LQD vs SBAC
+87.1%
-65.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | -1.3% | +2.0% | -3.3% | -1.5% |
| 3M | -3.2% | -8.3% | +5.1% | -2.5% |
| 6M | -2.1% | +0.3% | -2.4% | -2.6% |
| YTD | -2.4% | -2.2% | -0.1% | -2.6% |
| 1Y | -2.7% | -4.6% | +2.0% | -2.7% |
| 3Y | +14.2% | -8.3% | +22.5% | +13.9% |
| 5Y | -5.8% | -42.8% | +37.0% | -2.7% |
| All | +22.2% | +87.1% | -65.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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