+141.7%
NLY vs SSNC
+1,034.4%
-892.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -4.0% | -4.0% | +0.1% | -2.9% |
| 30D | -5.2% | +0.5% | -5.8% | -5.4% |
| 3M | +2.8% | +18.9% | -16.1% | -2.4% |
| 6M | +4.2% | +10.8% | -6.6% | +0.7% |
| YTD | +4.7% | -7.1% | +11.8% | +5.9% |
| 1Y | +12.7% | -9.6% | +22.4% | +14.8% |
| 3Y | +62.5% | +51.1% | +11.5% | +42.9% |
| 5Y | +26.3% | +19.7% | +6.7% | +16.9% |
| 10Y | +81.0% | +172.3% | -91.4% | +44.8% |
| All | +141.7% | +1,034.4% | -892.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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