-25.9%
STRL vs NLY
+2.3%
-28.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.8% | -25.3% | -22.4% |
| 7D | -27.1% | +3.5% | -30.6% | -27.8% |
| 30D | -45.8% | +3.6% | -49.4% | -46.4% |
| 3M | -47.6% | -13.6% | -34.0% | -42.5% |
| 6M | -46.4% | -9.1% | -37.3% | -43.5% |
| YTD | -7.4% | -6.1% | -1.3% | -2.0% |
| 1Y | -25.9% | +0.7% | -26.6% | -19.9% |
| All | -25.9% | +2.3% | -28.1% | -19.9% |
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