+306.5%
SN vs NLY
+64.2%
+242.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -7.3% | -4.0% | -3.3% | -4.0% |
| 30D | -13.6% | -5.2% | -8.4% | -9.6% |
| 3M | +18.6% | +2.8% | +15.8% | +15.8% |
| 6M | +46.0% | +4.2% | +41.8% | +41.5% |
| YTD | +43.7% | +4.7% | +39.0% | +38.6% |
| 1Y | +39.2% | +12.7% | +26.4% | +26.3% |
| 3Y | +306.5% | +62.5% | +243.9% | +176.6% |
| All | +306.5% | +64.2% | +242.3% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling