+25.1%
NLY vs S
-57.7%
+82.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -1.3% | -12.6% | +11.2% | 0.0% |
| 3M | +7.6% | +27.6% | -19.9% | +4.3% |
| 6M | +8.9% | +35.5% | -26.6% | +4.3% |
| YTD | +8.1% | +29.6% | -21.5% | +3.8% |
| 1Y | +15.8% | +8.1% | +7.7% | +13.2% |
| 3Y | +70.2% | +14.8% | +55.4% | +61.4% |
| 5Y | +30.0% | -70.6% | +100.5% | +28.3% |
| All | +25.1% | -57.7% | +82.9% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling