+17.4%
NLY vs SOXQ
+286.7%
-269.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.9% |
| 7D | -4.0% | +0.8% | -4.7% | -4.2% |
| 30D | -5.2% | -4.6% | -0.7% | -4.2% |
| 3M | +2.8% | -10.2% | +13.0% | +4.4% |
| 6M | +4.2% | +49.7% | -45.5% | -9.6% |
| YTD | +4.7% | +67.2% | -62.6% | -12.4% |
| 1Y | +12.7% | +98.0% | -85.3% | -11.0% |
| 3Y | +62.5% | +237.2% | -174.6% | +1.6% |
| 5Y | +26.3% | +261.3% | -235.0% | -26.2% |
| All | +17.4% | +286.7% | -269.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 all: compounded portfolio wealth divided by compounded SOXQ 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…
all analysis · Full analysis span regression · 6 months rolling