+77.9%
NLY vs SAN
+357.1%
-279.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -1.1% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | -5.2% | +0.9% | -6.2% | -5.6% |
| 3M | +2.8% | +19.1% | -16.3% | -2.9% |
| 6M | +4.2% | +33.2% | -29.0% | -5.2% |
| YTD | +4.7% | +29.1% | -24.4% | -4.5% |
| 1Y | +12.7% | +50.2% | -37.5% | -2.2% |
| 3Y | +62.5% | +351.0% | -288.5% | -2.9% |
| 5Y | +26.3% | +394.7% | -368.4% | -29.2% |
| All | +77.9% | +357.1% | -279.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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