+12.7%
NLY vs SUI
-8.0%
+20.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -4.0% | -4.2% | +0.2% | -2.7% |
| 30D | -5.2% | -3.3% | -2.0% | -4.3% |
| 3M | +2.8% | -8.2% | +11.0% | +5.6% |
| 6M | +4.2% | -14.5% | +18.7% | +9.8% |
| YTD | +4.7% | -5.9% | +10.6% | +6.6% |
| 1Y | +12.7% | -9.7% | +22.5% | +15.0% |
| All | +12.7% | -8.0% | +20.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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