+486.9%
STM vs NLY
+1,239.1%
-752.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -5.2% | -1.3% | -3.8% | -4.7% |
| 3M | -29.6% | +7.6% | -37.2% | -31.4% |
| 6M | +54.4% | +8.9% | +45.5% | +49.7% |
| YTD | +99.5% | +8.1% | +91.5% | +94.1% |
| 1Y | +100.8% | +15.8% | +85.0% | +90.7% |
| 3Y | +20.2% | +70.2% | -50.0% | +0.3% |
| 5Y | +21.1% | +30.0% | -8.8% | +9.5% |
| 10Y | +664.5% | +86.8% | +577.7% | +495.3% |
| All | +486.9% | +1,239.1% | -752.2% | +246.4% |
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