+12.7%
NLY vs SONY
-16.9%
+29.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -4.0% | -2.7% | -1.3% | -3.7% |
| 30D | -5.2% | +1.5% | -6.8% | -5.4% |
| 3M | +2.8% | +13.0% | -10.2% | +1.3% |
| 6M | +4.2% | +11.2% | -7.0% | +2.2% |
| YTD | +4.7% | -6.6% | +11.3% | +4.1% |
| 1Y | +12.7% | -18.1% | +30.9% | +13.5% |
| All | +12.7% | -16.9% | +29.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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