+365.4%
STX vs LQD
+0.3%
+365.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +2.4% | -0.4% | +2.8% | +3.1% |
| 30D | +1.4% | -0.8% | +2.2% | +2.9% |
| 3M | -8.2% | -1.9% | -6.3% | -3.9% |
| 6M | +127.0% | -2.7% | +129.7% | +139.1% |
| YTD | +209.1% | -1.3% | +210.4% | +219.4% |
| 1Y | +365.4% | 0.0% | +365.4% | +334.0% |
| All | +365.4% | +0.3% | +365.1% | +334.0% |
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