+1.3%
SNXX vs NLY
-12.8%
+14.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | -51.3% | +2.9% | -54.2% | -52.0% |
| 30D | -79.0% | +4.6% | -83.6% | -79.6% |
| 3M | -66.5% | -14.1% | -52.4% | -60.8% |
| 6M | -83.8% | -10.7% | -73.0% | -82.1% |
| All | +1.3% | -12.8% | +14.1% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling