+7,285.0%
STRL vs NLY
+81.8%
+7,203.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | +5.0% | -4.0% | +9.0% | +7.1% |
| 30D | -6.9% | -5.2% | -1.7% | -4.5% |
| 3M | -39.1% | +2.8% | -41.9% | -40.2% |
| 6M | +21.5% | +4.2% | +17.3% | +19.0% |
| YTD | +66.9% | +4.7% | +62.2% | +63.0% |
| 1Y | +61.6% | +12.7% | +48.9% | +51.8% |
| 3Y | +560.0% | +62.5% | +497.5% | +416.8% |
| 5Y | +2,238.9% | +26.3% | +2,212.5% | +1,936.0% |
| All | +7,285.0% | +81.8% | +7,203.1% | +5,694.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling