-2.7%
SMCI vs NLY
+20.9%
-23.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +6.8% | -1.0% | +7.8% | +8.0% |
| 30D | +30.6% | +0.6% | +30.0% | +29.2% |
| 3M | -15.6% | +10.8% | -26.4% | -28.5% |
| 6M | +21.3% | +6.2% | +15.0% | +9.8% |
| YTD | +35.3% | +9.0% | +26.2% | +22.1% |
| 1Y | -2.7% | +19.3% | -22.0% | -17.7% |
| All | -2.7% | +20.9% | -23.6% | -17.7% |
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