+3,655.7%
SIMO vs NLY
+278.3%
+3,377.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +14.5% | -0.4% | +15.0% | +14.6% |
| 30D | +20.4% | -1.3% | +21.7% | +20.7% |
| 3M | +7.1% | +7.6% | -0.5% | +4.9% |
| 6M | +129.2% | +8.9% | +120.4% | +123.5% |
| YTD | +201.9% | +8.1% | +193.9% | +194.6% |
| 1Y | +235.5% | +15.8% | +219.7% | +221.2% |
| 3Y | +463.8% | +70.2% | +393.7% | +387.5% |
| 5Y | +306.7% | +30.0% | +276.7% | +271.6% |
| 10Y | +579.5% | +86.8% | +492.6% | +450.6% |
| All | +3,655.7% | +278.3% | +3,377.4% | +1,934.4% |
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