+67.8%
NLY vs SUI
+10.9%
+56.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -0.4% | -4.3% | +3.8% | +1.2% |
| 30D | -1.3% | -2.1% | +0.8% | -0.6% |
| 3M | +7.6% | -6.1% | +13.7% | +10.0% |
| 6M | +8.9% | -12.8% | +21.6% | +14.5% |
| YTD | +8.1% | -4.6% | +12.7% | +9.6% |
| 1Y | +15.8% | -7.7% | +23.5% | +18.8% |
| All | +67.8% | +10.9% | +56.9% | +55.1% |
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