+226.8%
SOXX vs NLY
+64.2%
+162.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +1.4% | -4.0% | +5.4% | +3.9% |
| 30D | -3.6% | -5.2% | +1.7% | -0.4% |
| 3M | -10.2% | +2.8% | -13.0% | -12.1% |
| 6M | +54.2% | +4.2% | +50.0% | +49.5% |
| YTD | +75.2% | +4.7% | +70.5% | +69.2% |
| 1Y | +107.5% | +12.7% | +94.8% | +90.4% |
| 3Y | +226.8% | +62.5% | +164.2% | +139.8% |
| All | +226.8% | +64.2% | +162.6% | +139.8% |
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 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