+947.8%
STT vs NLY
+1,202.9%
-255.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.9% |
| 7D | -1.4% | -3.6% | +2.3% | +0.3% |
| 30D | +2.2% | -4.9% | +7.1% | +4.5% |
| 3M | +18.8% | +6.2% | +12.6% | +15.3% |
| 6M | +57.9% | +4.5% | +53.4% | +54.2% |
| YTD | +51.0% | +5.1% | +45.9% | +46.6% |
| 1Y | +77.1% | +13.5% | +63.6% | +65.7% |
| 3Y | +199.8% | +65.6% | +134.2% | +133.8% |
| 5Y | +156.0% | +26.9% | +129.1% | +122.6% |
| 10Y | +265.2% | +81.8% | +183.5% | +157.9% |
| All | +947.8% | +1,202.9% | -255.1% | +458.0% |
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