+62.5%
NLY vs SFM
+82.1%
-19.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | -4.0% | -10.6% | +6.6% | -3.5% |
| 30D | -5.2% | -15.5% | +10.2% | -4.5% |
| 3M | +2.8% | -17.4% | +20.3% | +3.7% |
| 6M | +4.2% | -3.4% | +7.6% | +3.9% |
| YTD | +4.7% | -8.7% | +13.3% | +4.6% |
| 1Y | +12.7% | -47.2% | +59.9% | +17.1% |
| 3Y | +62.5% | +82.7% | -20.2% | +60.3% |
| All | +62.5% | +82.1% | -19.5% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling