+1,796.9%
SNPS vs NLY
+1,202.9%
+594.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.6% |
| 7D | -4.6% | -3.6% | -1.0% | -3.8% |
| 30D | -3.3% | -4.9% | +1.6% | -2.2% |
| 3M | -13.8% | +6.2% | -20.0% | -15.1% |
| 6M | -8.2% | +4.5% | -12.7% | -9.3% |
| YTD | -15.4% | +5.1% | -20.6% | -16.6% |
| 1Y | +2.4% | +13.5% | -11.1% | -0.9% |
| 3Y | -13.5% | +65.6% | -79.1% | -23.4% |
| 5Y | +19.5% | +26.9% | -7.4% | +11.3% |
| 10Y | +581.0% | +81.8% | +499.2% | +469.3% |
| All | +1,796.9% | +1,202.9% | +594.0% | +1,095.2% |
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 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