-71.4%
SOUN vs NLY
+2.3%
-73.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.0% | +1.5% |
| 7D | -2.7% | +3.5% | -6.2% | -5.7% |
| 30D | -26.5% | +3.6% | -30.1% | -28.9% |
| 3M | -33.6% | -13.6% | -20.0% | -23.4% |
| 6M | -54.4% | -9.1% | -45.3% | -49.8% |
| YTD | -56.7% | -6.1% | -50.6% | -53.4% |
| 1Y | -71.4% | +0.7% | -72.2% | -69.8% |
| All | -71.4% | +2.3% | -73.7% | -69.8% |
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