+148.1%
NLY vs STLA
+246.1%
-98.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.3% | -5.2% | +3.9% | -0.7% |
| 3M | +7.6% | -24.9% | +32.5% | +11.8% |
| 6M | +8.9% | -25.2% | +34.1% | +12.9% |
| YTD | +8.1% | -51.4% | +59.5% | +18.4% |
| 1Y | +15.8% | -40.7% | +56.5% | +22.5% |
| 3Y | +70.2% | -66.3% | +136.4% | +92.0% |
| 5Y | +30.0% | -63.2% | +93.2% | +42.9% |
| 10Y | +86.8% | +48.7% | +38.1% | +83.1% |
| All | +148.1% | +246.1% | -98.0% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling