+19.8%
SNPS vs NLY
+25.6%
-5.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.7% |
| 30D | -3.6% | -5.2% | +1.6% | -1.3% |
| 3M | -12.9% | +2.8% | -15.7% | -14.2% |
| 6M | -8.2% | +4.2% | -12.4% | -10.2% |
| YTD | -15.4% | +4.7% | -20.1% | -17.5% |
| 1Y | -9.3% | +12.7% | -22.0% | -14.7% |
| 3Y | -14.0% | +62.5% | -76.5% | -31.4% |
| All | +19.8% | +25.6% | -5.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling