+1,242.0%
NLY vs SIRI
-82.4%
+1,324.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -4.0% | +0.6% | -4.5% | -4.0% |
| 30D | -5.2% | +2.5% | -7.7% | -5.4% |
| 3M | +2.8% | +6.6% | -3.8% | +2.4% |
| 6M | +4.2% | +32.9% | -28.7% | +2.3% |
| YTD | +4.7% | +50.5% | -45.8% | +1.9% |
| 1Y | +12.7% | +28.0% | -15.2% | +10.8% |
| 3Y | +62.5% | -22.4% | +85.0% | +62.6% |
| 5Y | +26.3% | -41.3% | +67.6% | +27.3% |
| 10Y | +81.0% | -10.4% | +91.4% | +78.5% |
| All | +1,242.0% | -82.4% | +1,324.4% | +1,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling