+25.1%
NLY vs SUI
-32.2%
+57.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -4.0% | -4.2% | +0.2% | -2.0% |
| 30D | -5.2% | -3.3% | -2.0% | -3.8% |
| 3M | +2.8% | -8.2% | +11.0% | +6.8% |
| 6M | +4.2% | -14.5% | +18.7% | +12.0% |
| YTD | +4.7% | -5.9% | +10.6% | +7.1% |
| 1Y | +12.7% | -9.7% | +22.5% | +17.6% |
| 3Y | +62.5% | +7.7% | +54.9% | +50.4% |
| All | +25.1% | -32.2% | +57.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling