+131.8%
NLY vs SFM
+106.3%
+25.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -3.6% | -8.8% | +5.1% | -3.0% |
| 30D | -4.9% | -14.5% | +9.5% | -3.8% |
| 3M | +6.2% | -16.8% | +23.0% | +7.5% |
| 6M | +4.5% | -5.3% | +9.8% | +4.4% |
| YTD | +5.1% | -9.4% | +14.5% | +5.3% |
| 1Y | +13.5% | -46.2% | +59.7% | +18.3% |
| 3Y | +65.6% | +81.3% | -15.7% | +53.9% |
| 5Y | +26.9% | +211.9% | -185.0% | +11.0% |
| 10Y | +81.8% | +268.4% | -186.6% | +54.0% |
| All | +131.8% | +106.3% | +25.5% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling