-12.8%
SHOP vs NLY
+25.6%
-38.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | -11.2% | -4.0% | -7.2% | -7.9% |
| 30D | -14.4% | -5.2% | -9.1% | -10.0% |
| 3M | +16.6% | +2.8% | +13.8% | +13.5% |
| 6M | -0.6% | +4.2% | -4.8% | -4.5% |
| YTD | -20.0% | +4.7% | -24.7% | -23.8% |
| 1Y | -11.2% | +12.7% | -23.9% | -21.7% |
| 3Y | +99.5% | +62.5% | +36.9% | +23.1% |
| All | -12.8% | +25.6% | -38.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling