-4.7%
SEI vs NLY
+0.3%
-5.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -11.9% | -12.3% |
| 7D | -26.9% | +2.1% | -28.9% | -26.5% |
| 30D | -36.6% | +2.3% | -38.9% | -36.1% |
| 3M | -8.9% | -13.7% | +4.8% | -1.8% |
| 6M | -33.0% | -9.6% | -23.3% | -29.5% |
| YTD | +10.6% | -6.5% | +17.1% | +12.5% |
| 1Y | -4.7% | -0.6% | -4.1% | -4.0% |
| All | -4.7% | +0.3% | -5.0% | -4.0% |
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 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