+15,648.6%
STX vs NLY
+358.5%
+15,290.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.6% |
| 7D | -2.3% | -4.0% | +1.7% | -0.9% |
| 30D | -5.5% | -5.2% | -0.2% | -3.9% |
| 3M | -4.3% | +2.8% | -7.1% | -5.6% |
| 6M | +115.6% | +4.2% | +111.4% | +111.7% |
| YTD | +202.2% | +4.7% | +197.5% | +196.5% |
| 1Y | +325.3% | +12.7% | +312.6% | +305.8% |
| 3Y | +1,283.9% | +62.5% | +1,221.4% | +1,067.5% |
| 5Y | +1,048.3% | +26.3% | +1,022.0% | +937.0% |
| 10Y | +3,387.3% | +81.0% | +3,306.3% | +2,602.9% |
| All | +15,648.6% | +358.5% | +15,290.0% | +7,939.3% |
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