-4.4%
LQD vs SNPS
+30.3%
-34.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +0.5% | -5.2% | +5.7% | +0.7% |
| 3M | -2.3% | +10.6% | -12.9% | -2.9% |
| 6M | -3.1% | -10.6% | +7.6% | -2.8% |
| YTD | -3.0% | -3.1% | +0.1% | -3.2% |
| 1Y | -2.6% | +15.6% | -18.1% | -3.7% |
| 3Y | +15.2% | -12.9% | +28.1% | +13.1% |
| All | -4.4% | +30.3% | -34.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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