+304.8%
STLD vs NLY
+25.6%
+279.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.9% | -4.0% | +3.1% | +0.8% |
| 30D | -8.9% | -5.2% | -3.7% | -6.8% |
| 3M | -14.0% | +2.8% | -16.9% | -15.3% |
| 6M | +30.8% | +4.2% | +26.6% | +28.2% |
| YTD | +42.3% | +4.7% | +37.6% | +39.0% |
| 1Y | +81.1% | +12.7% | +68.4% | +71.2% |
| 3Y | +149.2% | +62.5% | +86.6% | +100.3% |
| All | +304.8% | +25.6% | +279.2% | +292.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling