+220.0%
SIMO vs NLY
+20.9%
+199.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +4.2% | -1.0% | +5.2% | +4.3% |
| 30D | +4.1% | +0.6% | +3.5% | +3.9% |
| 3M | -12.9% | +10.8% | -23.7% | -14.2% |
| 6M | +110.3% | +6.2% | +104.1% | +107.6% |
| YTD | +178.6% | +9.0% | +169.6% | +170.9% |
| 1Y | +220.0% | +19.3% | +200.7% | +204.6% |
| All | +220.0% | +20.9% | +199.1% | +204.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling