+2,550.6%
SOXX vs NLY
+677.7%
+1,872.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +1.4% | -4.0% | +5.4% | +2.8% |
| 30D | -3.6% | -5.2% | +1.7% | -1.8% |
| 3M | -10.2% | +2.8% | -13.0% | -11.2% |
| 6M | +54.2% | +4.2% | +50.0% | +51.9% |
| YTD | +75.2% | +4.7% | +70.5% | +72.2% |
| 1Y | +107.5% | +12.7% | +94.8% | +98.5% |
| 3Y | +226.8% | +62.5% | +164.2% | +176.2% |
| 5Y | +251.2% | +26.3% | +224.9% | +219.4% |
| 10Y | +1,567.6% | +81.0% | +1,486.7% | +1,207.5% |
| All | +2,550.6% | +677.7% | +1,872.9% | +1,173.2% |
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 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