+47.4%
SGI vs NLY
+25.6%
+21.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.3% |
| 7D | -4.5% | -4.0% | -0.5% | -1.8% |
| 30D | +4.2% | -5.2% | +9.4% | +8.1% |
| 3M | -7.4% | +2.8% | -10.3% | -9.0% |
| 6M | -15.1% | +4.2% | -19.3% | -16.8% |
| YTD | -24.7% | +4.7% | -29.4% | -26.5% |
| 1Y | -21.8% | +12.7% | -34.5% | -27.4% |
| 3Y | +50.0% | +62.5% | -12.5% | +9.8% |
| All | +47.4% | +25.6% | +21.8% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling