+54.8%
NLY vs SUI
+18.2%
+36.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.1% |
| 7D | -5.9% | -1.5% | -4.4% | -5.3% |
| 30D | -2.8% | +3.7% | -6.6% | -4.3% |
| 3M | -21.6% | -0.4% | -21.3% | -21.7% |
| 6M | -14.5% | -2.8% | -11.8% | -14.0% |
| YTD | -12.4% | -1.6% | -10.8% | -12.4% |
| 1Y | -7.3% | -2.1% | -5.2% | -7.1% |
| 3Y | +54.8% | +18.5% | +36.4% | +38.2% |
| All | +54.8% | +18.2% | +36.7% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling