+25.1%
NLY vs SNY
+9.4%
+15.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.0% | -3.3% | -0.7% | -3.2% |
| 30D | -5.2% | -2.2% | -3.1% | -4.8% |
| 3M | +2.8% | -3.0% | +5.9% | +3.5% |
| 6M | +4.2% | +2.7% | +1.5% | +3.4% |
| YTD | +4.7% | -6.8% | +11.5% | +6.1% |
| 1Y | +12.7% | -5.3% | +18.0% | +13.6% |
| 3Y | +62.5% | -9.8% | +72.3% | +63.1% |
| All | +25.1% | +9.4% | +15.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling