+553.4%
SE vs NLY
+34.1%
+519.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -5.2% | -4.0% | -1.2% | -3.4% |
| 30D | -17.1% | -5.2% | -11.8% | -15.0% |
| 3M | +24.0% | +2.8% | +21.2% | +22.3% |
| 6M | +21.0% | +4.2% | +16.8% | +18.8% |
| YTD | -16.7% | +4.7% | -21.4% | -18.4% |
| 1Y | -45.9% | +12.7% | -58.7% | -49.0% |
| 3Y | +177.8% | +62.5% | +115.3% | +119.6% |
| 5Y | -67.4% | +26.3% | -93.7% | -71.4% |
| All | +553.4% | +34.1% | +519.2% | +531.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling