+479.2%
SIMO vs NLY
+64.2%
+415.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.4% |
| 7D | +11.0% | -4.0% | +15.0% | +12.7% |
| 30D | +17.9% | -5.2% | +23.1% | +20.1% |
| 3M | +3.9% | +2.8% | +1.1% | +2.3% |
| 6M | +131.0% | +4.2% | +126.8% | +125.4% |
| YTD | +209.3% | +4.7% | +204.6% | +200.1% |
| 1Y | +223.8% | +12.7% | +211.0% | +202.9% |
| 3Y | +479.2% | +62.5% | +416.7% | +369.9% |
| All | +479.2% | +64.2% | +415.1% | +369.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling