+504.9%
XLP vs NLY
+1,734.8%
-1,229.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -1.3% | -1.4% | +0.1% | -1.1% |
| 3M | +1.8% | +12.0% | -10.2% | -0.2% |
| 6M | -0.8% | +8.3% | -9.2% | -2.3% |
| YTD | +9.5% | +8.6% | +0.9% | +7.8% |
| 1Y | +7.2% | +16.9% | -9.7% | +4.1% |
| 3Y | +27.1% | +71.0% | -43.9% | +15.0% |
| 5Y | +32.0% | +31.1% | +1.0% | +23.4% |
| 10Y | +102.9% | +81.0% | +21.9% | +75.8% |
| All | +504.9% | +1,734.8% | -1,229.9% | +292.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling