-39.8%
SNAP vs NLY
+64.2%
-104.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.3% |
| 7D | +3.8% | -4.0% | +7.8% | +7.5% |
| 30D | +9.2% | -5.2% | +14.5% | +14.5% |
| 3M | +6.6% | +2.8% | +3.7% | +3.7% |
| 6M | +16.9% | +4.2% | +12.7% | +12.3% |
| YTD | -29.6% | +4.7% | -34.3% | -33.0% |
| 1Y | -22.1% | +12.7% | -34.8% | -31.1% |
| 3Y | -39.8% | +62.5% | -102.4% | -62.8% |
| All | -39.8% | +64.2% | -104.0% | -62.8% |
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