+42.0%
SOFI vs NLY
+33.4%
+8.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -4.9% | -4.0% | -1.0% | -1.3% |
| 30D | -3.5% | -5.2% | +1.8% | +1.5% |
| 3M | +3.9% | +2.8% | +1.1% | +1.4% |
| 6M | -6.5% | +4.2% | -10.7% | -9.8% |
| YTD | -33.8% | +4.7% | -38.5% | -36.7% |
| 1Y | -33.3% | +12.7% | -46.0% | -40.8% |
| 3Y | +94.6% | +62.5% | +32.1% | +26.4% |
| 5Y | +13.3% | +26.3% | -13.0% | -6.9% |
| All | +42.0% | +33.4% | +8.6% | +37.1% |
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 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