+26.1%
SMCI vs NLY
+4.2%
+22.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.7% | +7.9% |
| 7D | +1.3% | -4.0% | +5.3% | +7.6% |
| 30D | +6.6% | -5.2% | +11.9% | +15.0% |
| 3M | +25.4% | +2.8% | +22.6% | +10.9% |
| 6M | +26.1% | +4.2% | +21.9% | +11.9% |
| All | +26.1% | +4.2% | +22.0% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling