+432.9%
SNXX vs HYG
+1.5%
+431.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.4% | +24.6% |
| 7D | +34.9% | -0.2% | +35.1% | +39.8% |
| 30D | +52.5% | +0.1% | +52.5% | +48.4% |
| 3M | -41.3% | +0.7% | -42.0% | -45.1% |
| 6M | +293.8% | +1.5% | +292.3% | +304.4% |
| All | +432.9% | +1.5% | +431.4% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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