+66.7%
SNXX vs LQD
-2.8%
+69.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -19.2% |
| 7D | -47.8% | +0.4% | -48.2% | -48.9% |
| 30D | -66.0% | +2.6% | -68.6% | -71.7% |
| 3M | -57.5% | -1.7% | -55.8% | -51.8% |
| 6M | -66.7% | -1.9% | -64.8% | -59.6% |
| All | +66.7% | -2.8% | +69.4% | +147.1% |
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