+1,110.8%
SAP vs NLY
+1,197.0%
-86.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -4.1% | -4.0% | -0.1% | -3.0% |
| 30D | +1.1% | -5.2% | +6.3% | +2.7% |
| 3M | +26.1% | +2.8% | +23.3% | +25.2% |
| 6M | +9.8% | +4.2% | +5.6% | +8.5% |
| YTD | -13.6% | +4.7% | -18.2% | -14.9% |
| 1Y | -18.7% | +12.7% | -31.4% | -21.6% |
| 3Y | +54.1% | +62.5% | -8.4% | +33.1% |
| 5Y | +54.7% | +26.3% | +28.4% | +41.3% |
| 10Y | +175.3% | +81.0% | +94.4% | +119.3% |
| All | +1,110.8% | +1,197.0% | -86.2% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling