+2,993.7%
SHOP vs NLY
+81.8%
+2,911.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -11.2% | -4.0% | -7.2% | -9.4% |
| 30D | -14.4% | -5.2% | -9.1% | -12.0% |
| 3M | +16.6% | +2.8% | +13.8% | +15.0% |
| 6M | -0.6% | +4.2% | -4.8% | -2.5% |
| YTD | -20.0% | +4.7% | -24.7% | -21.9% |
| 1Y | -11.2% | +12.7% | -23.9% | -16.7% |
| 3Y | +99.5% | +62.5% | +36.9% | +57.6% |
| 5Y | -13.2% | +26.3% | -39.5% | -25.4% |
| All | +2,993.7% | +81.8% | +2,911.8% | +2,422.0% |
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