+11.5%
LQD vs SN
+453.9%
-442.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | -1.1% | -7.2% | +6.1% | -0.9% |
| 30D | -1.1% | -13.4% | +12.2% | -0.7% |
| 3M | -2.3% | +26.8% | -29.1% | -3.1% |
| 6M | -2.9% | +44.6% | -47.5% | -4.1% |
| YTD | -2.3% | +45.3% | -47.6% | -3.6% |
| 1Y | -2.2% | +40.1% | -42.3% | -3.4% |
| 3Y | +14.0% | +375.3% | -361.3% | +10.5% |
| All | +11.5% | +453.9% | -442.4% | +8.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling