+0.7%
NLY vs SIRI
+59.9%
-59.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +2.6% |
| 7D | +3.5% | +22.3% | -18.8% | +0.6% |
| 30D | +3.6% | +26.9% | -23.3% | +0.3% |
| 3M | -13.6% | +9.6% | -23.2% | -14.9% |
| 6M | -9.1% | +27.2% | -36.3% | -12.2% |
| YTD | -6.1% | +72.4% | -78.5% | -13.0% |
| 1Y | +0.7% | +59.9% | -59.2% | -5.7% |
| All | +0.7% | +59.9% | -59.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling