+1,256.8%
SMH vs NLY
+1,305.6%
-48.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +0.3% | -4.0% | +4.3% | +1.6% |
| 30D | -2.8% | -5.2% | +2.4% | -1.1% |
| 3M | -6.7% | +2.8% | -9.5% | -7.7% |
| 6M | +41.8% | +4.2% | +37.6% | +39.8% |
| YTD | +57.9% | +4.7% | +53.2% | +55.4% |
| 1Y | +87.6% | +12.7% | +74.9% | +80.1% |
| 3Y | +282.9% | +62.5% | +220.4% | +227.4% |
| 5Y | +330.4% | +26.3% | +304.1% | +293.5% |
| 10Y | +1,857.0% | +81.0% | +1,776.0% | +1,460.5% |
| All | +1,256.8% | +1,305.6% | -48.8% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling