+189.9%
LQD vs SNPS
+1,740.5%
-1,550.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | -5.5% | +5.7% | +0.4% |
| 30D | -0.6% | -5.8% | +5.2% | -0.5% |
| 3M | -1.2% | -17.2% | +16.0% | -0.8% |
| 6M | -1.9% | -10.4% | +8.4% | -1.8% |
| YTD | -1.3% | -16.5% | +15.3% | -1.0% |
| 1Y | -1.0% | -35.6% | +34.6% | -0.3% |
| 3Y | +15.2% | -14.6% | +29.9% | +14.6% |
| 5Y | -4.4% | +16.5% | -20.9% | -6.1% |
| 10Y | +22.6% | +556.6% | -534.0% | +18.9% |
| All | +189.9% | +1,740.5% | -1,550.6% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling