-5.9%
SAP vs NLY
+2.3%
-8.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.8% |
| 7D | +1.3% | +3.5% | -2.2% | +0.1% |
| 30D | +15.5% | +3.6% | +11.9% | +14.0% |
| 3M | +22.8% | -13.6% | +36.4% | +29.1% |
| 6M | +42.5% | -9.1% | +51.6% | +48.4% |
| YTD | +0.5% | -6.1% | +6.6% | +3.7% |
| 1Y | -5.9% | +0.7% | -6.7% | -6.8% |
| All | -5.9% | +2.3% | -8.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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