+1,242.0%
NLY vs SONY
+196.3%
+1,045.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -4.0% | -2.7% | -1.3% | -3.5% |
| 30D | -5.2% | +1.5% | -6.8% | -5.6% |
| 3M | +2.8% | +13.0% | -10.2% | +0.4% |
| 6M | +4.2% | +11.2% | -7.0% | +1.8% |
| YTD | +4.7% | -6.6% | +11.3% | +5.4% |
| 1Y | +12.7% | -18.1% | +30.9% | +16.0% |
| 3Y | +62.5% | +42.1% | +20.5% | +50.0% |
| 5Y | +26.3% | +11.0% | +15.3% | +20.8% |
| 10Y | +81.0% | +289.2% | -208.2% | +39.6% |
| All | +1,242.0% | +196.3% | +1,045.7% | +797.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling