+45.4%
SMR vs NLY
+64.2%
-18.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.2% | -15.2% |
| 7D | -11.2% | -4.0% | -7.2% | -7.0% |
| 30D | -10.2% | -5.2% | -5.0% | -4.4% |
| 3M | -10.0% | +2.8% | -12.9% | -13.1% |
| 6M | -30.5% | +4.2% | -34.7% | -33.2% |
| YTD | -39.2% | +4.7% | -43.9% | -41.5% |
| 1Y | -75.5% | +12.7% | -88.3% | -78.5% |
| 3Y | +45.4% | +62.5% | -17.1% | -35.3% |
| All | +45.4% | +64.2% | -18.7% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling