-4.4%
LQD vs SFM
+116.0%
-120.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | +6.0% | -7.7% | -1.8% |
| 30D | +0.5% | -19.5% | +20.0% | +0.9% |
| 3M | -2.3% | -37.0% | +34.7% | -1.4% |
| 6M | -3.1% | -41.0% | +38.0% | -2.1% |
| YTD | -3.0% | -34.6% | +31.7% | -2.3% |
| 1Y | -2.6% | -36.3% | +33.7% | -1.8% |
| 3Y | +15.2% | +24.5% | -9.4% | +12.1% |
| All | -4.4% | +116.0% | -120.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling