+12.5%
LQD vs SN
+476.8%
-464.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.1% |
| 7D | 0.0% | -3.4% | +3.4% | +0.1% |
| 30D | -0.2% | -9.1% | +8.9% | +0.1% |
| 3M | -1.7% | +31.8% | -33.5% | -2.6% |
| 6M | -2.7% | +52.0% | -54.7% | -4.0% |
| YTD | -1.4% | +51.3% | -52.7% | -2.8% |
| 1Y | -1.0% | +46.9% | -47.9% | -2.4% |
| 3Y | +15.1% | +394.9% | -379.9% | +11.3% |
| All | +12.5% | +476.8% | -464.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling