-14.4%
SMR vs NLY
+47.2%
-61.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.2% | -15.3% |
| 7D | -11.2% | -4.0% | -7.2% | -8.5% |
| 30D | -10.2% | -5.2% | -5.0% | -6.5% |
| 3M | -10.0% | +2.8% | -12.9% | -11.9% |
| 6M | -30.5% | +4.2% | -34.7% | -32.0% |
| YTD | -39.2% | +4.7% | -43.9% | -40.4% |
| 1Y | -75.5% | +12.7% | -88.3% | -77.3% |
| 3Y | +45.4% | +62.5% | -17.1% | +5.7% |
| All | -14.4% | +47.2% | -61.6% | -34.2% |
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