+15.4%
SOFI vs NLY
+25.6%
-10.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -4.9% | -4.0% | -1.0% | -1.1% |
| 30D | -3.5% | -5.2% | +1.8% | +1.8% |
| 3M | +3.9% | +2.8% | +1.1% | +1.2% |
| 6M | -6.5% | +4.2% | -10.7% | -10.1% |
| YTD | -33.8% | +4.7% | -38.5% | -37.0% |
| 1Y | -33.3% | +12.7% | -46.0% | -41.4% |
| 3Y | +94.6% | +62.5% | +32.1% | +21.6% |
| All | +15.4% | +25.6% | -10.2% | +18.2% |
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 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