+566.9%
SPMO vs NLY
+102.6%
+464.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.9% | -4.0% | +3.0% | +0.2% |
| 30D | -1.9% | -5.2% | +3.3% | -0.5% |
| 3M | -1.4% | +2.8% | -4.2% | -2.3% |
| 6M | +25.5% | +4.2% | +21.3% | +23.8% |
| YTD | +24.8% | +4.7% | +20.2% | +22.9% |
| 1Y | +24.5% | +12.7% | +11.8% | +19.9% |
| 3Y | +157.1% | +62.5% | +94.6% | +122.9% |
| 5Y | +149.5% | +26.3% | +123.2% | +128.2% |
| 10Y | +518.1% | +81.0% | +437.1% | +439.9% |
| All | +566.9% | +102.6% | +464.3% | +490.0% |
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