+174.7%
SLV vs NLY
+64.2%
+110.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | -2.8% | -4.0% | +1.1% | -1.1% |
| 30D | -1.6% | -5.2% | +3.6% | +0.7% |
| 3M | -4.4% | +2.8% | -7.3% | -5.6% |
| 6M | -25.4% | +4.2% | -29.6% | -26.6% |
| YTD | -9.8% | +4.7% | -14.4% | -10.4% |
| 1Y | +53.8% | +12.7% | +41.1% | +49.9% |
| 3Y | +174.7% | +62.5% | +112.1% | +148.0% |
| All | +174.7% | +64.2% | +110.5% | +148.0% |
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