-78.3%
SNAP vs NLY
+70.0%
-148.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | -0.7% | -1.3% | +0.6% | 0.0% |
| 3M | -5.0% | +7.6% | -12.6% | -8.4% |
| 6M | +3.5% | +8.9% | -5.4% | -0.7% |
| YTD | -34.2% | +8.1% | -42.3% | -36.7% |
| 1Y | -27.1% | +15.8% | -42.8% | -32.3% |
| 3Y | -43.5% | +70.2% | -113.6% | -55.8% |
| 5Y | -92.9% | +30.0% | -122.8% | -93.9% |
| All | -78.3% | +70.0% | -148.3% | -81.6% |
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