-16.0%
SGI vs NLY
+5.6%
-21.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | +0.5% |
| 7D | -4.9% | -3.6% | -1.3% | -0.1% |
| 30D | +1.6% | -4.9% | +6.5% | +8.7% |
| 3M | -3.2% | +6.2% | -9.4% | -11.2% |
| 6M | -16.0% | +4.5% | -20.5% | -20.7% |
| All | -16.0% | +5.6% | -21.7% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling