-16.5%
SOUN vs NLY
+54.6%
-71.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | -7.1% | -4.0% | -3.1% | -3.6% |
| 30D | -15.4% | -5.2% | -10.2% | -11.1% |
| 3M | -10.6% | +2.8% | -13.4% | -12.9% |
| 6M | -19.6% | +4.2% | -23.8% | -22.4% |
| YTD | -37.2% | +4.7% | -41.9% | -39.6% |
| 1Y | -57.1% | +12.7% | -69.8% | -61.7% |
| 3Y | +178.2% | +62.5% | +115.7% | +89.2% |
| All | -16.5% | +54.6% | -71.1% | -24.5% |
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