0.0%
LQD vs SN
+46.4%
-46.4%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.4% | -9.3% | +8.9% | 0.0% |
| 30D | -0.8% | -4.8% | +4.0% | -0.6% |
| 3M | -1.9% | +40.4% | -42.3% | -3.4% |
| 6M | -2.7% | +50.9% | -53.6% | -4.7% |
| YTD | -1.3% | +54.9% | -56.2% | -3.4% |
| 1Y | 0.0% | +43.0% | -43.0% | -2.8% |
| All | 0.0% | +46.4% | -46.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling