+7,347.1%
SHOP vs NLY
+117.0%
+7,230.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +1.2% |
| 7D | -13.2% | -3.6% | -9.6% | -11.5% |
| 30D | -17.0% | -4.9% | -12.1% | -14.8% |
| 3M | +17.0% | +6.2% | +10.8% | +13.5% |
| 6M | -2.1% | +4.5% | -6.6% | -4.2% |
| YTD | -21.4% | +5.1% | -26.5% | -23.4% |
| 1Y | -11.0% | +13.5% | -24.5% | -16.8% |
| 3Y | +100.9% | +65.6% | +35.3% | +57.0% |
| 5Y | -14.7% | +26.9% | -41.6% | -26.6% |
| 10Y | +2,984.8% | +81.8% | +2,903.0% | +2,228.5% |
| All | +7,347.1% | +117.0% | +7,230.0% | +5,361.9% |
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 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