+65,920.0%
STRL vs NLY
+1,239.1%
+64,680.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +8.2% | -0.4% | +8.6% | +8.4% |
| 30D | -6.3% | -1.3% | -5.0% | -5.9% |
| 3M | -41.2% | +7.6% | -48.8% | -43.0% |
| 6M | +20.4% | +8.9% | +11.5% | +16.6% |
| YTD | +61.7% | +8.1% | +53.6% | +57.0% |
| 1Y | +72.7% | +15.8% | +56.9% | +62.9% |
| 3Y | +530.9% | +70.2% | +460.7% | +413.3% |
| 5Y | +2,125.4% | +30.0% | +2,095.4% | +1,866.8% |
| 10Y | +7,301.3% | +86.8% | +7,214.5% | +5,518.9% |
| All | +65,920.0% | +1,239.1% | +64,680.9% | +34,403.4% |
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