+0.7%
NLY vs S
+36.5%
-35.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.8% |
| 7D | +3.5% | -8.2% | +11.7% | +3.7% |
| 30D | +3.6% | -7.6% | +11.2% | +3.8% |
| 3M | -13.6% | +12.0% | -25.6% | -14.0% |
| 6M | -9.1% | +50.6% | -59.7% | -10.4% |
| YTD | -6.1% | +56.6% | -62.7% | -7.8% |
| 1Y | +0.7% | +39.2% | -38.5% | -0.9% |
| All | +0.7% | +36.5% | -35.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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