+821.2%
SPYM vs NLY
+476.3%
+344.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | -4.0% | +3.2% | +0.3% |
| 30D | -1.1% | -5.2% | +4.2% | +0.4% |
| 3M | +3.9% | +2.8% | +1.0% | +3.0% |
| 6M | +13.6% | +4.2% | +9.4% | +12.1% |
| YTD | +12.7% | +4.7% | +8.1% | +11.0% |
| 1Y | +17.6% | +12.7% | +4.8% | +13.3% |
| 3Y | +77.2% | +62.5% | +14.7% | +53.3% |
| 5Y | +84.1% | +26.3% | +57.8% | +68.2% |
| 10Y | +323.8% | +81.0% | +242.9% | +241.9% |
| All | +821.2% | +476.3% | +344.8% | +453.5% |
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