-14.0%
SNPS vs NLY
+64.2%
-78.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.8% |
| 30D | -3.6% | -5.2% | +1.6% | -1.1% |
| 3M | -12.9% | +2.8% | -15.7% | -14.2% |
| 6M | -8.2% | +4.2% | -12.4% | -10.4% |
| YTD | -15.4% | +4.7% | -20.1% | -17.7% |
| 1Y | -9.3% | +12.7% | -22.0% | -15.2% |
| 3Y | -14.0% | +62.5% | -76.5% | -30.2% |
| All | -14.0% | +64.2% | -78.1% | -30.2% |
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 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