+38.1%
SOXX vs NLY
-1.3%
+39.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -13.1% | +2.9% | -16.0% | -14.0% |
| 30D | -29.7% | +4.6% | -34.3% | -30.9% |
| 3M | -23.0% | -14.1% | -9.0% | -17.2% |
| 6M | -19.1% | -10.7% | -8.4% | -14.6% |
| YTD | +36.2% | -7.0% | +43.2% | +42.1% |
| 1Y | +38.1% | -0.7% | +38.8% | +45.9% |
| All | +38.1% | -1.3% | +39.4% | +45.9% |
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