+6,668.2%
STLD vs NLY
+1,197.0%
+5,471.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 6M | +30.8% | +4.2% | +26.6% | +28.2% |
| YTD | +42.3% | +4.7% | +37.6% | +39.1% |
| 1Y | +81.1% | +12.7% | +68.4% | +71.1% |
| 3Y | +149.2% | +62.5% | +86.6% | +98.8% |
| 5Y | +292.9% | +26.3% | +266.6% | +242.0% |
| 10Y | +1,118.1% | +81.0% | +1,037.1% | +773.6% |
| All | +6,668.2% | +1,197.0% | +5,471.1% | +3,432.2% |
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