+1,297.7%
NLY vs SUI
+1,703.5%
-405.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -1.0% | -2.8% | +1.8% | +0.3% |
| 30D | +0.6% | -1.2% | +1.8% | +1.1% |
| 3M | +10.8% | -1.7% | +12.6% | +11.4% |
| 6M | +6.2% | -10.5% | +16.7% | +11.3% |
| YTD | +9.0% | -1.8% | +10.9% | +9.3% |
| 1Y | +19.3% | -4.1% | +23.4% | +20.8% |
| 3Y | +67.7% | +11.3% | +56.5% | +55.5% |
| 5Y | +29.7% | -32.1% | +61.9% | +49.2% |
| 10Y | +81.0% | +110.4% | -29.4% | +22.0% |
| All | +1,297.7% | +1,703.5% | -405.8% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling