+1,193.3%
NLY vs SPYG
+559.0%
+634.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -4.0% | -0.9% | -3.1% | -3.5% |
| 30D | -5.2% | -1.5% | -3.7% | -4.5% |
| 3M | +2.8% | +3.7% | -0.9% | +0.6% |
| 6M | +4.2% | +16.4% | -12.2% | -4.1% |
| YTD | +4.7% | +13.3% | -8.7% | -2.5% |
| 1Y | +12.7% | +17.9% | -5.1% | +2.6% |
| 3Y | +62.5% | +98.3% | -35.8% | +10.9% |
| 5Y | +26.3% | +86.4% | -60.1% | -11.7% |
| 10Y | +81.0% | +421.9% | -341.0% | -25.3% |
| All | +1,193.3% | +559.0% | +634.4% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling