+318.1%
SIMO vs NLY
+25.6%
+292.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 6M | +131.0% | +4.2% | +126.8% | +126.0% |
| YTD | +209.3% | +4.7% | +204.6% | +201.4% |
| 1Y | +223.8% | +12.7% | +211.0% | +205.7% |
| 3Y | +479.2% | +62.5% | +416.7% | +373.6% |
| All | +318.1% | +25.6% | +292.5% | +320.2% |
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