+530.1%
SMTC vs NLY
+81.8%
+448.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +13.1% | -4.0% | +17.1% | +15.4% |
| 30D | +19.5% | -5.2% | +24.7% | +22.4% |
| 3M | +2.2% | +2.8% | -0.6% | +0.3% |
| 6M | +94.9% | +4.2% | +90.7% | +89.9% |
| YTD | +127.0% | +4.7% | +122.3% | +120.3% |
| 1Y | +174.6% | +12.7% | +161.8% | +156.2% |
| 3Y | +615.9% | +62.5% | +553.4% | +472.1% |
| 5Y | +125.6% | +26.3% | +99.3% | +97.2% |
| All | +530.1% | +81.8% | +448.3% | +475.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling