+708.1%
STX vs LQD
+16.9%
+691.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +9.9% |
| 7D | -1.0% | -0.5% | -0.4% | -0.4% |
| 30D | -26.8% | +1.7% | -28.5% | -28.3% |
| 3M | -32.7% | -0.7% | -32.0% | -32.3% |
| 6M | -33.7% | -2.2% | -31.5% | -31.9% |
| YTD | +101.0% | -1.9% | +102.9% | +106.2% |
| 1Y | +92.7% | -2.0% | +94.7% | +98.3% |
| All | +708.1% | +16.9% | +691.3% | +615.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling