+178.2%
SOUN vs NLY
+64.2%
+114.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.3% |
| 7D | -7.1% | -4.0% | -3.1% | -1.5% |
| 30D | -15.4% | -5.2% | -10.2% | -8.6% |
| 3M | -10.6% | +2.8% | -13.4% | -14.5% |
| 6M | -19.6% | +4.2% | -23.8% | -24.8% |
| YTD | -37.2% | +4.7% | -41.9% | -41.8% |
| 1Y | -57.1% | +12.7% | -69.8% | -65.2% |
| 3Y | +178.2% | +62.5% | +115.7% | +23.2% |
| All | +178.2% | +64.2% | +114.0% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling