+2,684.0%
SNDK vs LQD
+0.3%
+2,683.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +12.0% |
| 7D | +17.2% | -0.4% | +17.6% | +19.0% |
| 30D | +28.8% | -0.8% | +29.6% | +32.5% |
| 3M | -1.1% | -1.9% | +0.8% | +7.3% |
| 6M | +190.5% | -2.7% | +193.1% | +229.1% |
| YTD | +633.0% | -1.3% | +634.3% | +683.1% |
| 1Y | +2,684.0% | 0.0% | +2,684.0% | +2,316.6% |
| All | +2,684.0% | +0.3% | +2,683.7% | +2,316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 1y: compounded portfolio wealth divided by compounded LQD 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…
1y analysis · Full analysis span regression · 6 months rolling