+96.5%
STM vs NLY
+2.3%
+94.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.8% | -9.9% | -7.9% |
| 7D | -6.0% | +3.5% | -9.5% | -7.6% |
| 30D | -20.9% | +3.6% | -24.6% | -22.4% |
| 3M | -15.8% | -13.6% | -2.1% | -6.9% |
| 6M | -17.0% | -9.1% | -7.9% | -11.3% |
| YTD | +76.8% | -6.1% | +82.9% | +83.0% |
| 1Y | +96.5% | +0.7% | +95.8% | +94.9% |
| All | +96.5% | +2.3% | +94.2% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling