+252.8%
SPOT vs NLY
+52.2%
+200.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -3.1% | -4.0% | +0.9% | -2.1% |
| 30D | +7.4% | -5.2% | +12.6% | +8.8% |
| 3M | +8.2% | +2.8% | +5.3% | +7.4% |
| 6M | +2.2% | +4.2% | -2.0% | +0.9% |
| YTD | -9.5% | +4.7% | -14.1% | -11.0% |
| 1Y | -23.8% | +12.7% | -36.6% | -26.7% |
| 3Y | +233.5% | +62.5% | +170.9% | +189.4% |
| 5Y | +112.2% | +26.3% | +85.9% | +91.3% |
| All | +252.8% | +52.2% | +200.7% | +241.0% |
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