+156.9%
SLB vs NLY
+1,239.1%
-1,082.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.9% | -0.4% | -1.4% | -1.7% |
| 30D | +7.8% | -1.3% | +9.1% | +8.3% |
| 3M | +2.7% | +7.6% | -5.0% | -0.3% |
| 6M | +22.2% | +8.9% | +13.3% | +18.0% |
| YTD | +51.1% | +8.1% | +43.0% | +46.3% |
| 1Y | +63.3% | +15.8% | +47.6% | +54.0% |
| 3Y | +2.4% | +70.2% | -67.8% | -16.6% |
| 5Y | +139.3% | +30.0% | +109.4% | +111.1% |
| 10Y | -2.6% | +86.8% | -89.4% | -24.2% |
| All | +156.9% | +1,239.1% | -1,082.2% | +41.6% |
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 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