+62.5%
NLY vs SM
-0.9%
+63.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | +4.6% | -8.5% | -4.2% |
| 30D | -5.2% | +18.2% | -23.4% | -6.2% |
| 3M | +2.8% | +22.5% | -19.7% | +1.4% |
| 6M | +4.2% | +50.6% | -46.4% | -0.3% |
| YTD | +4.7% | +108.1% | -103.4% | -4.5% |
| 1Y | +12.7% | +46.0% | -33.3% | +7.9% |
| 3Y | +62.5% | +2.9% | +59.7% | +49.3% |
| All | +62.5% | -0.9% | +63.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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