+77.9%
NLY vs SFM
+271.4%
-193.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | -4.0% | -10.6% | +6.6% | -3.0% |
| 30D | -5.2% | -15.5% | +10.2% | -3.9% |
| 3M | +2.8% | -17.4% | +20.3% | +4.4% |
| 6M | +4.2% | -3.4% | +7.6% | +3.9% |
| YTD | +4.7% | -8.7% | +13.3% | +4.7% |
| 1Y | +12.7% | -47.2% | +59.9% | +18.7% |
| 3Y | +62.5% | +82.7% | -20.2% | +47.7% |
| 5Y | +26.3% | +214.3% | -188.0% | +5.9% |
| All | +77.9% | +271.4% | -193.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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