+100.5%
SIMO vs NLY
+2.3%
+98.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -8.8% |
| 7D | -16.9% | +3.5% | -20.4% | -16.2% |
| 30D | -35.4% | +3.6% | -39.0% | -34.6% |
| 3M | -31.9% | -13.6% | -18.3% | -30.3% |
| 6M | -19.3% | -9.1% | -10.2% | -17.8% |
| YTD | +98.5% | -6.1% | +104.5% | +94.5% |
| 1Y | +100.5% | +0.7% | +99.8% | +85.7% |
| All | +100.5% | +2.3% | +98.2% | +85.7% |
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