+54.1%
SAP vs NLY
+64.2%
-10.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -4.1% | -4.0% | -0.1% | -2.6% |
| 30D | +1.1% | -5.2% | +6.3% | +3.2% |
| 3M | +26.1% | +2.8% | +23.3% | +25.1% |
| 6M | +9.8% | +4.2% | +5.6% | +8.2% |
| YTD | -13.6% | +4.7% | -18.2% | -15.2% |
| 1Y | -18.7% | +12.7% | -31.4% | -22.5% |
| 3Y | +54.1% | +62.5% | -8.4% | +29.9% |
| All | +54.1% | +64.2% | -10.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling