+2,082.1%
STRL vs NLY
+25.6%
+2,056.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.9% |
| YTD | +66.9% | +4.7% | +62.2% | +63.0% |
| 1Y | +61.6% | +12.7% | +48.9% | +51.9% |
| 3Y | +560.0% | +62.5% | +497.5% | +420.6% |
| All | +2,082.1% | +25.6% | +2,056.5% | +2,054.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling