+210.9%
NLY vs SPXU
-100.0%
+310.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -1.0% |
| 7D | -4.0% | +2.5% | -6.5% | -3.4% |
| 30D | -5.2% | +4.2% | -9.4% | -4.2% |
| 3M | +2.8% | -9.3% | +12.1% | +1.0% |
| 6M | +4.2% | -30.7% | +34.9% | -3.0% |
| YTD | +4.7% | -28.1% | +32.8% | -1.5% |
| 1Y | +12.7% | -35.2% | +48.0% | +4.0% |
| 3Y | +62.5% | -79.9% | +142.5% | +22.6% |
| 5Y | +26.3% | -86.4% | +112.7% | -3.3% |
| 10Y | +81.0% | -99.5% | +180.5% | -10.4% |
| All | +210.9% | -100.0% | +310.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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