+47.7%
LQD vs SFM
+117.5%
-69.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.1% |
| 7D | +0.2% | -5.8% | +6.1% | +0.3% |
| 30D | -0.6% | -11.4% | +10.8% | -0.5% |
| 3M | -1.2% | -12.2% | +11.0% | -1.1% |
| 6M | -1.9% | -5.2% | +3.2% | -1.9% |
| YTD | -1.3% | -4.5% | +3.2% | -1.3% |
| 1Y | -1.0% | -45.4% | +44.4% | -0.5% |
| 3Y | +15.2% | +91.1% | -75.8% | +14.4% |
| 5Y | -4.4% | +226.8% | -231.2% | -5.4% |
| 10Y | +22.6% | +291.9% | -269.3% | +21.2% |
| All | +47.7% | +117.5% | -69.8% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling