+113.9%
SOXX vs NLY
+20.9%
+93.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +2.2% | -1.0% | +3.2% | +2.7% |
| 30D | -2.0% | +0.6% | -2.7% | -2.4% |
| 3M | -13.7% | +10.8% | -24.5% | -18.1% |
| 6M | +52.4% | +6.2% | +46.2% | +47.1% |
| YTD | +72.8% | +9.0% | +63.8% | +67.1% |
| 1Y | +113.9% | +19.3% | +94.6% | +103.3% |
| All | +113.9% | +20.9% | +93.0% | +103.3% |
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