+1,283.9%
STX vs NLY
+64.2%
+1,219.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.5% |
| 7D | -2.3% | -4.0% | +1.7% | -0.6% |
| 30D | -5.5% | -5.2% | -0.2% | -3.5% |
| 3M | -4.3% | +2.8% | -7.1% | -6.5% |
| 6M | +115.6% | +4.2% | +111.4% | +109.1% |
| YTD | +202.2% | +4.7% | +197.5% | +193.1% |
| 1Y | +325.3% | +12.7% | +312.6% | +297.0% |
| 3Y | +1,283.9% | +62.5% | +1,221.4% | +1,024.9% |
| All | +1,283.9% | +64.2% | +1,219.7% | +1,024.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling