+158.9%
SN vs NLY
+2.3%
+156.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +0.6% |
| 7D | +10.6% | +3.5% | +7.1% | +7.3% |
| 30D | +20.0% | +3.6% | +16.4% | +16.1% |
| 3M | +30.4% | -13.6% | +44.0% | +50.3% |
| 6M | +91.0% | -9.1% | +100.1% | +107.3% |
| YTD | +95.9% | -6.1% | +102.0% | +105.0% |
| 1Y | +158.9% | +0.7% | +158.2% | +156.7% |
| All | +158.9% | +2.3% | +156.6% | +156.7% |
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 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