+43.8%
NLY vs SITM
+4,789.7%
-4,745.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.1% |
| 7D | -4.0% | +3.9% | -7.8% | -4.4% |
| 30D | -5.2% | -6.6% | +1.4% | -4.8% |
| 3M | +2.8% | -11.9% | +14.7% | +2.9% |
| 6M | +4.2% | +81.1% | -76.9% | -6.0% |
| YTD | +4.7% | +80.0% | -75.3% | -6.2% |
| 1Y | +12.7% | +145.8% | -133.1% | -4.2% |
| 3Y | +62.5% | +475.9% | -413.3% | +14.7% |
| 5Y | +26.3% | +189.2% | -162.9% | -10.0% |
| All | +43.8% | +4,789.7% | -4,745.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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