+314.8%
NLY vs SPXS
-100.0%
+414.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -1.1% |
| 7D | -4.0% | +2.5% | -6.5% | -3.4% |
| 30D | -5.2% | +4.2% | -9.4% | -4.1% |
| 3M | +2.8% | -9.3% | +12.1% | +0.8% |
| 6M | +4.2% | -30.7% | +34.9% | -3.7% |
| YTD | +4.7% | -28.1% | +32.7% | -2.1% |
| 1Y | +12.7% | -35.1% | +47.8% | +3.2% |
| 3Y | +62.5% | -79.6% | +142.1% | +19.4% |
| 5Y | +26.3% | -86.3% | +112.6% | -5.8% |
| 10Y | +81.0% | -99.5% | +180.5% | -23.2% |
| All | +314.8% | -100.0% | +414.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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