+4.5%
NLY vs S
+37.6%
-33.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.8% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -4.9% | -11.8% | +6.9% | -4.5% |
| 3M | +6.2% | +33.9% | -27.7% | +5.5% |
| 6M | +4.5% | +40.1% | -35.6% | +3.4% |
| All | +4.5% | +37.6% | -33.1% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling