+22.2%
LQD vs SFM
+271.4%
-249.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.1% | -10.6% | +9.5% | -0.9% |
| 30D | -1.3% | -15.5% | +14.2% | -1.1% |
| 3M | -3.2% | -17.4% | +14.2% | -3.0% |
| 6M | -2.1% | -3.4% | +1.3% | -2.2% |
| YTD | -2.4% | -8.7% | +6.3% | -2.3% |
| 1Y | -2.7% | -47.2% | +44.5% | -1.8% |
| 3Y | +14.2% | +82.7% | -68.5% | +12.7% |
| 5Y | -5.8% | +214.3% | -220.1% | -7.7% |
| All | +22.2% | +271.4% | -249.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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