+21.2%
NLY vs S
-57.1%
+78.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | -5.2% | -11.4% | +6.2% | -4.2% |
| 3M | +2.8% | +33.8% | -31.0% | -0.8% |
| 6M | +4.2% | +39.5% | -35.3% | -0.5% |
| YTD | +4.7% | +31.7% | -27.0% | +0.3% |
| 1Y | +12.7% | +7.0% | +5.8% | +10.4% |
| 3Y | +62.5% | +11.8% | +50.8% | +54.6% |
| 5Y | +26.3% | -69.0% | +95.3% | +24.3% |
| All | +21.2% | -57.1% | +78.3% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling