+572.5%
SNPS vs NLY
+81.8%
+490.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.9% | -4.0% | +4.9% | +2.2% |
| 30D | -3.6% | -5.2% | +1.6% | -2.0% |
| 3M | -12.9% | +2.8% | -15.7% | -13.8% |
| 6M | -8.2% | +4.2% | -12.4% | -9.6% |
| YTD | -15.4% | +4.7% | -20.1% | -16.8% |
| 1Y | -9.3% | +12.7% | -22.0% | -13.0% |
| 3Y | -14.0% | +62.5% | -76.5% | -26.4% |
| 5Y | +19.5% | +26.3% | -6.8% | +8.5% |
| All | +572.5% | +81.8% | +490.7% | +466.3% |
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