+53.8%
SLV vs NLY
+12.5%
+41.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.5% |
| 7D | -2.8% | -4.0% | +1.1% | +0.6% |
| 30D | -1.6% | -5.2% | +3.6% | +2.9% |
| 3M | -4.4% | +2.8% | -7.3% | -7.3% |
| 6M | -25.4% | +4.2% | -29.6% | -28.2% |
| YTD | -9.8% | +4.7% | -14.4% | -7.8% |
| 1Y | +53.8% | +12.7% | +41.1% | +60.4% |
| All | +53.8% | +12.5% | +41.3% | +60.4% |
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 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