+62.5%
NLY vs SBAC
-9.4%
+71.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -4.0% | -2.1% | -1.9% | -3.5% |
| 30D | -5.2% | +2.0% | -7.2% | -5.7% |
| 3M | +2.8% | -8.3% | +11.1% | +4.9% |
| 6M | +4.2% | +0.3% | +3.9% | +3.0% |
| YTD | +4.7% | -2.2% | +6.9% | +4.1% |
| 1Y | +12.7% | -4.6% | +17.4% | +12.9% |
| 3Y | +62.5% | -8.3% | +70.8% | +62.5% |
| All | +62.5% | -9.4% | +71.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling