-0.6%
NLY vs SPYG
+4.8%
-5.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.3% | +1.2% |
| 7D | +2.1% | -7.0% | +9.1% | +4.1% |
| 30D | +2.3% | -12.1% | +14.5% | +6.2% |
| 3M | -13.7% | -9.0% | -4.7% | -11.5% |
| 6M | -9.6% | -2.0% | -7.6% | -10.1% |
| YTD | -6.5% | +4.6% | -11.0% | -10.6% |
| 1Y | -0.6% | +4.4% | -5.0% | -5.0% |
| All | -0.6% | +4.8% | -5.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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