-22.8%
SNAP vs NLY
+20.9%
-43.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +0.7% | -1.0% | +1.7% | +1.5% |
| 30D | +2.6% | +0.6% | +2.0% | +2.3% |
| 3M | -9.9% | +10.8% | -20.7% | -15.7% |
| 6M | +1.9% | +6.2% | -4.4% | -3.3% |
| YTD | -32.2% | +9.0% | -41.2% | -35.9% |
| 1Y | -22.8% | +19.3% | -42.2% | -29.1% |
| All | -22.8% | +20.9% | -43.7% | -29.1% |
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