+264.3%
STT vs NLY
+81.8%
+182.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.4% | -4.0% | +3.5% | +1.6% |
| 30D | +1.7% | -5.2% | +7.0% | +4.4% |
| 3M | +17.9% | +2.8% | +15.1% | +16.1% |
| 6M | +55.3% | +4.2% | +51.1% | +51.5% |
| YTD | +52.7% | +4.7% | +48.0% | +48.2% |
| 1Y | +75.7% | +12.7% | +62.9% | +64.1% |
| 3Y | +197.9% | +62.5% | +135.4% | +130.5% |
| 5Y | +158.8% | +26.3% | +132.4% | +123.5% |
| All | +264.3% | +81.8% | +182.5% | +224.6% |
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 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