+1,253.5%
NLY vs SBAC
+2,110.4%
-856.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.2% | -2.4% |
| 7D | -3.6% | -5.3% | +1.6% | -3.0% |
| 30D | -4.9% | +0.4% | -5.3% | -5.0% |
| 3M | +6.2% | -11.9% | +18.1% | +7.6% |
| 6M | +4.5% | -4.5% | +9.0% | +4.6% |
| YTD | +5.1% | -4.3% | +9.5% | +5.1% |
| 1Y | +13.5% | -3.9% | +17.4% | +13.4% |
| 3Y | +65.6% | -11.0% | +76.6% | +66.3% |
| 5Y | +26.9% | -44.1% | +71.0% | +33.6% |
| 10Y | +81.8% | +81.6% | +0.2% | +70.4% |
| All | +1,253.5% | +2,110.4% | -856.9% | +845.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling