+103.2%
XLP vs NLY
+81.8%
+21.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.4% | -4.0% | +2.6% | -0.6% |
| 30D | -2.0% | -5.2% | +3.2% | -0.9% |
| 3M | -1.5% | +2.8% | -4.4% | -2.2% |
| 6M | -0.2% | +4.2% | -4.4% | -1.2% |
| YTD | +8.7% | +4.7% | +4.0% | +7.3% |
| 1Y | +6.3% | +12.7% | -6.4% | +3.2% |
| 3Y | +25.1% | +62.5% | -37.5% | +11.4% |
| 5Y | +32.4% | +26.3% | +6.0% | +22.8% |
| All | +103.2% | +81.8% | +21.3% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling