+41.8%
SMH vs NLY
+4.2%
+37.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | +0.3% | -4.0% | +4.3% | +2.5% |
| 30D | -2.8% | -5.2% | +2.4% | 0.0% |
| 3M | -6.7% | +2.8% | -9.5% | -9.1% |
| 6M | +41.8% | +4.2% | +37.6% | +36.9% |
| All | +41.8% | +4.2% | +37.6% | +36.9% |
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