+22.5%
LQD vs SNY
+67.2%
-44.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.1% | -2.1% | +0.9% | -1.0% |
| 30D | -1.3% | -0.9% | -0.4% | -1.2% |
| 3M | -3.2% | -2.1% | -1.1% | -3.1% |
| 6M | -1.3% | +4.9% | -6.1% | -1.7% |
| YTD | -2.4% | -5.6% | +3.3% | -2.1% |
| 1Y | -2.5% | -2.8% | +0.2% | -2.5% |
| 3Y | +14.2% | -8.7% | +22.9% | +14.1% |
| 5Y | -6.3% | +11.2% | -17.5% | -8.5% |
| 10Y | +22.5% | +66.5% | -44.1% | +16.6% |
| All | +22.5% | +67.2% | -44.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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