+11.0%
LQD vs SN
+650.0%
-639.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | +0.9% | +16.6% | -15.7% | +0.4% |
| 3M | -1.7% | +18.3% | -20.0% | -2.2% |
| 6M | -2.8% | +103.1% | -105.8% | -4.9% |
| YTD | -2.8% | +96.7% | -99.5% | -4.9% |
| 1Y | -2.8% | +134.3% | -137.1% | -5.5% |
| 3Y | +15.5% | +425.2% | -409.8% | +10.7% |
| All | +11.0% | +650.0% | -639.0% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling