+62.5%
NLY vs STLA
-66.1%
+128.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.9% |
| 7D | -4.0% | -2.9% | -1.1% | -3.5% |
| 30D | -5.2% | +0.9% | -6.2% | -5.5% |
| 3M | +2.8% | -21.6% | +24.5% | +7.2% |
| 6M | +4.2% | -21.6% | +25.8% | +8.2% |
| YTD | +4.7% | -50.4% | +55.1% | +17.5% |
| 1Y | +12.7% | -43.6% | +56.3% | +21.9% |
| 3Y | +62.5% | -66.4% | +129.0% | +81.5% |
| All | +62.5% | -66.1% | +128.7% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling