-35.6%
SMCI vs NLY
+0.3%
-35.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -8.2% |
| 7D | -21.3% | +2.1% | -23.4% | -22.9% |
| 30D | -37.7% | +2.3% | -40.0% | -39.3% |
| 3M | -10.7% | -13.7% | +3.0% | +6.3% |
| 6M | -2.7% | -9.6% | +6.9% | +7.5% |
| YTD | -7.5% | -6.5% | -1.0% | +0.5% |
| 1Y | -35.6% | -0.6% | -35.0% | -30.0% |
| All | -35.6% | +0.3% | -35.9% | -30.0% |
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 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