+1,475.9%
XLK vs NLY
+1,668.6%
-192.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.2% | -4.0% | +4.2% | +1.4% |
| 30D | -0.6% | -5.2% | +4.6% | +0.9% |
| 3M | +2.6% | +2.8% | -0.3% | +1.7% |
| 6M | +34.0% | +4.2% | +29.8% | +32.2% |
| YTD | +30.7% | +4.7% | +26.0% | +28.7% |
| 1Y | +39.2% | +12.7% | +26.5% | +34.1% |
| 3Y | +120.4% | +62.5% | +57.9% | +90.8% |
| 5Y | +148.8% | +26.3% | +122.5% | +128.1% |
| 10Y | +803.3% | +81.0% | +722.3% | +628.1% |
| All | +1,475.9% | +1,668.6% | -192.8% | +767.7% |
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