+146.9%
SMTC vs NLY
+20.9%
+126.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.3% |
| 7D | +12.7% | -1.0% | +13.7% | +13.1% |
| 30D | +22.0% | +0.6% | +21.4% | +21.3% |
| 3M | -12.7% | +10.8% | -23.5% | -17.0% |
| 6M | +64.8% | +6.2% | +58.6% | +56.7% |
| YTD | +100.7% | +9.0% | +91.7% | +88.9% |
| 1Y | +146.9% | +19.3% | +127.6% | +124.4% |
| All | +146.9% | +20.9% | +126.0% | +124.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling