+562.3%
SE vs NLY
+34.7%
+527.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.3% |
| 7D | -4.8% | -3.6% | -1.1% | -3.2% |
| 30D | -18.1% | -4.9% | -13.2% | -16.2% |
| 3M | +30.6% | +6.2% | +24.4% | +27.0% |
| 6M | +20.8% | +4.5% | +16.3% | +18.4% |
| YTD | -15.6% | +5.1% | -20.7% | -17.5% |
| 1Y | -44.2% | +13.5% | -57.7% | -47.5% |
| 3Y | +181.5% | +65.6% | +116.0% | +120.6% |
| 5Y | -66.9% | +26.9% | -93.8% | -71.1% |
| All | +562.3% | +34.7% | +527.6% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling