+10.6%
XLK vs NLY
+0.3%
+10.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.9% |
| 7D | -14.0% | +2.1% | -16.0% | -14.3% |
| 30D | -19.6% | +2.3% | -21.9% | -20.0% |
| 3M | -12.6% | -13.7% | +1.1% | -8.4% |
| 6M | -1.7% | -9.6% | +7.9% | +1.5% |
| YTD | +13.2% | -6.5% | +19.7% | +16.8% |
| 1Y | +10.6% | -0.6% | +11.2% | +14.6% |
| All | +10.6% | +0.3% | +10.3% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling